STEPS TO REPRODUCE:
1. Create a simple document containing only one grid: Category subcategory region year and cost profit revenue
2. Run in editable mode
3. Right mouse click on Attribute Year. Choose Sort - Custom...

4. Define custom sort, like remove element 2016

5. Right mouse click on Attribute Year again. Choose Sort, see "Custom..." is gone.

CAUSE:
This is a known defect in Strategy Web 10.9
ACTION:
Strategy will continue to investigate and post updates as soon as they are available.
Workaround:
Choosing "Derived Elements..." will trigger the custom sort option as well:


KB442201