--- title: "Generate portfolio x-ray" url: "https://developer-beta.morningstar.com/apis/portfolio-xray-api/versions/4c9879bf-1def-4f49-adea-5a04cd02e29e/operations/generatePortfolioXRay" --- > Full API specification: https://developer-beta.morningstar.com/apis/portfolio-xray-api/versions/4c9879bf-1def-4f49-adea-5a04cd02e29e.md # Generate portfolio x-ray `POST` `/portfolioanalysis/v1/xray` Operation ID: `generatePortfolioXRay` Generate an x-ray of the portfolio(s) specified in the request body. The response will return information about how the portfolio is diversified by region, sector and investment style.

To override the default value in the Accept-Language HTTP header, use the `langcult` parameter. ## Query parameters - `langcult` (string, required) - Language and locale used for the response. Defaults to en-US. - `test` (string, required) - For internal testing. ## Request body (required) Content types: `application/json` ## Responses - `200` - 200: OK - `400` - Bad request - `401` - Unauthorized - `403` - Forbidden - `500` - Internal Server Error ## OpenAPI definition ```yaml openapi: 3.1.0 info: title: Portfolio X-Ray API version: "1.0" servers: - url: https://www.us-api.morningstar.com description: Americas Production - url: https://www.apac-api.morningstar.com description: APAC Production - url: https://www.emea-api.morningstar.com description: EMEA Production paths: /portfolioanalysis/v1/xray: post: tags: - X-Ray summary: Generate portfolio x-ray description: Generate an x-ray of the portfolio(s) specified in the request body. The response will return information about how the portfolio is diversified by region, sector and investment style.

To override the default value in the Accept-Language HTTP header, use the `langcult` parameter. operationId: generatePortfolioXRay parameters: - name: langcult in: query description: Language and locale used for the response. Defaults to en-US. required: true schema: type: string default: en-US enum: - en-US - en-CA - en-AU - en-GB - name: test in: query description: For internal testing. required: true schema: type: string default: self enum: - self requestBody: $ref: "#/components/requestBodies/RequestPortfolioXray" responses: "200": $ref: "#/components/responses/ResponsePortfolioXray" "400": description: Bad request content: application/json: schema: $ref: "#/components/schemas/OutputErrorOutput" examples: General - BadInput Output: summary: General BadInput value: '{"Message": "The request is invalid.","SpecificErrorStatus": [ {"ErrorCode": "40015","ErrorMessage": "Portfolio does not have any valid holdings. Invalid portfolio name: TestPortfolio1. Invalid Holdings: TradingSymbol:DODGX1."}]}' DisableRescaleTrue - BadInputOutput: summary: DisableRescale BadInput value: '{"Message": "The request is invalid.","SpecificErrorStatus": [ {"ErrorCode": "40059","ErrorMessage": "There are holdings present in portfolio which are invalid.","Metadata": {"InvalidPortfolios": [{ "Name": "Test Portfolio","InvalidHoldings": [{"SecurityId": "FX000015JA3","Status": "Invalid"},{"SecurityId": "F00000YZ48","Status": "Unentitled"}]}]}}]}' "401": description: Unauthorized content: {} "403": description: Forbidden content: {} "500": description: Internal Server Error content: {} security: - Bearer: [] components: requestBodies: RequestPortfolioXray: required: true content: application/json: schema: $ref: "#/components/schemas/RequestPortfolioXray" examples: RequestPortfolioXrayExample1: $ref: "#/components/examples/RequestPortfolioXrayExample1" RequestPortfolioXrayExample2: $ref: "#/components/examples/RequestPortfolioXrayExample2" responses: ResponsePortfolioXray: description: "200: OK" content: application/json: schema: $ref: "#/components/schemas/ResponsePortfolioXray" schemas: OutputErrorOutput: type: object properties: Message: type: string example: The request is invalid. SpecificErrorStatus: type: array items: type: object properties: ErrorCode: type: string example: "40059" ErrorMessage: type: string example: There are holdings present in portfolio which are invalid. Metadata: type: object properties: InvalidPortfolios: type: array items: type: object properties: Name: type: string example: Test Portfolio InvalidHoldings: type: array items: type: object properties: SecurityId: type: string example: FX000015JA3 Status: type: string enum: - Invalid - Unentitled RequestPortfolioXray: title: RequestPortfolioXray description: Generate a Portfolio X-Ray for up to **2** portfolios. The **maximum** number of holdings per portfolio is **250**. required: - Portfolios - RequestSettings type: object properties: View: $ref: "#/components/schemas/InputView" Config: $ref: "#/components/schemas/InputConfig" RequestSettings: $ref: "#/components/schemas/InputRequestSettings" Portfolios: description: Array of portfolios to analyse. Maximum 2 portfolios per request. type: array maxItems: 2 minItems: 1 items: $ref: "#/components/schemas/InputPortfolio" ResponsePortfolioXray: description: X-Ray response containing analysis results and security reference data. type: object properties: XRay: type: array items: $ref: "#/components/schemas/OutputXRayXRay" SecurityReference: type: array items: $ref: "#/components/schemas/OutputSecurityItem" InputView: title: InputXRayView type: object properties: Id: type: string description: Identifier of a predefined set of data points to return in the response. default: All enum: - All - Default - Intersection - Operation - Portfolio - StockIntersection - XrayOverview - Snapshot InputConfig: title: InputXRayConfig type: object properties: Id: type: string description: Account-specific configuration preset. Settings can be overridden directly in the request. default: Default enum: - Default InputRequestSettings: title: InputXRayRequestSettings required: - OutputCurrency description: Analysis settings including output currency, date range, performance frequency, and optional data sections. type: object properties: OutputCurrency: description: Currency used to calculate output values. 19 currencies are supported. Accepted values are ISO 4217 currency codes. type: string default: USD enum: - AUD - BRL - CAD - CHF - DKK - EUR - GBP - HKD - INR - JPY - MXN - MYR - NOK - NZD - SEK - SGD - TWD - USD - ZAR x-enumDescriptions: AUD: Australian Dollar BRL: Brazilian Real CAD: Canadian Dollar CHF: Swiss Franc DKK: Danish Krone EUR: Euro GBP: British Pound Sterling HKD: Hong Kong Dollar INR: Indian Rupee JPY: Japanese Yen MXN: Mexican Peso MYR: Malaysian Ringgit NOK: Norwegian Krone NZD: New Zealand Dollar SEK: Swedish Krona SGD: Singapore Dollar TWD: New Taiwan Dollar USD: United States Dollar ZAR: South African Rand AnalysisDateTimePeriod: description: End date period for the analysis. `CustomDate` requires `PortfolioPerformanceEndDate` to be set explicitly. type: string enum: - MonthEnd - QuarterEnd - YearEnd - CustomDate default: MonthEnd AssetClassGroupConfigs: $ref: "#/components/schemas/InputAssetClassGroupConfigs" DisableRescale: description: When `true`, portfolio weights are not rescaled if any holdings are invalid or unentitled. type: boolean default: false EnablePerformanceCommonEndDate: description: When `true`, the most recent common end date across all portfolios is used as the analysis end date. type: boolean default: false IncludeGrossNetReturns: description: When `true`, both gross and net return values are included in trailing returns and calendar year return data. type: boolean default: false IncludePortfolioInCorrelationMatrix: description: When `true`, the portfolio is included as an entry in the correlation matrix. type: boolean default: false InitialValue: description: Initial value of the portfolio in the output currency. type: number format: double minimum: 1 default: 10000 MaxCorrelationMatrixHoldingNumber: description: Maximum number of holdings to include in the correlation matrix. Only applies when `ReturnDataSections` includes `CorrelationMatrix`. type: integer format: int32 default: 50 minimum: 2 maximum: 50 PerformanceFrequency: description: Frequency of performance returns and risk calculations. enum: - Monthly - Quarterly type: string default: Monthly PortfolioPerformanceStartDate: description: Start date of the analysis. `CustomDate` requires `PortfolioPerformanceCustomStartDate` to be set explicitly. type: string enum: - EarliestCommon - EarliestAvailable - EarliestCommonExtended - EarliestCommonExtended10Year - Year10 - CustomDate default: EarliestCommon PortfolioPerformanceEndDate: type: string description: End date of the analysis. Required when `AnalysisDateTimePeriod` is set to `CustomDate`. format: date example: 2022-10-31 PortfolioPerformanceCustomStartDate: type: string description: "Custom start date of the analysis. Required when `PortfolioPerformanceStartDate` is set to `CustomDate`. Note: this field name contains a trailing space." format: date example: 2022-10-31 ReturnDataSections: description: Additional data sections to include in the response. See `RollingReturnFrequencies` and `MaxCorrelationMatrixHoldingNumber` for related configuration. type: array items: type: string enum: - CorrelationMatrix - RollingReturns example: RollingReturns RollingReturnFrequencies: description: Rolling return periods to calculate. Required when `ReturnDataSections` includes `RollingReturns`. type: array items: type: string enum: - Month3 - Month6 - Year1 - Year3 - Year5 - Year10 example: Month3 RollingReturnStep: description: Step interval (in months) between rolling return calculations. Only applies when `ReturnDataSections` includes `RollingReturns`. type: integer format: int32 default: 1 minimum: 1 SynchronizePortfolioStartDate: description: When `true`, the latest common start date across all portfolios is used as the analysis start date for all portfolios. type: boolean default: false InputPortfolio: description: Object representing a portfolio to be analysed. Each holding must specify a security identifier and either `Weight` or `Value` to define its allocation. `TotalValue` is required when holdings use `Weight`. title: InputPortfolio required: - Currency - Holdings - Name type: object properties: Name: description: Portfolio name. type: string TotalValue: description: Total market value of the portfolio in the portfolio currency. Required when holdings use `Weight`. type: number format: double minimum: 1 example: 20000 Currency: description: Portfolio currency. 19 currencies are supported. Accepted values are ISO 4217 currency codes.. type: string enum: - AUD - BRL - CAD - CHF - DKK - EUR - GBP - HKD - INR - JPY - MXN - MYR - NOK - NZD - SEK - SGD - TWD - USD - ZAR example: USD Holdings: type: array minItems: 1 maxItems: 250 items: $ref: "#/components/schemas/InputPortfolioHolding" Fees: $ref: "#/components/schemas/InputPortfolioFees" IrrFees: description: Annual fee used in the internal rate of return calculation. type: number format: double minimum: 1 example: 1000 OutputXRayXRay: type: object properties: PortfolioName: type: string description: Name of the portfolio queried. PerformanceDate: $ref: "#/components/schemas/OutputPerformanceDate" AnalysisDate: type: string format: date-time description: Date of analysis. ReturnMethodology: type: string description: Return methodology used in the calculation. enum: - QuickPortfolio Analysis: $ref: "#/components/schemas/OutputAnalysisItem" Holdings: $ref: "#/components/schemas/OutputXRayHoldingsHoldingsItem" Statistics: $ref: "#/components/schemas/OutputXRayStatisticsStatisticsItem" PortfolioBenchmark: $ref: "#/components/schemas/OutputPortfolioBenchmark" Returns: $ref: "#/components/schemas/OutputPerformanceReturns" SecurityFees: $ref: "#/components/schemas/OutputXRaySecurityFees" Risks: $ref: "#/components/schemas/OutputRiskRisks" Ownership: $ref: "#/components/schemas/OutputXRayOwnershipOwnership" FinraHeader: $ref: "#/components/schemas/OutputXRayFinraFinraHeader" OutputSecurityItem: description: Security reference data returned alongside the X-Ray response. type: object properties: SecurityId: type: string description: Morningstar identifier for a share class. CUSIP: type: string description: Nine-character CUSIP identifier consisting of a six-character issuer number, two-character issue number, and one check digit. ISIN: type: string description: ISO 6166 alphanumeric code uniquely identifying a financial instrument, consisting of a two-character country code, nine-character NSIN, and one check digit. FundCode: type: string description: Abbreviated fund name used as a trading code. Specific to Thai markets. Name: type: string description: Name of the investment. TradingSymbol: type: string description: Security trading symbol. PerformanceId: type: string description: Morningstar performance identifier. BaseCurrency: type: string description: Currency in which the security is denominated, identified by ISO 4217 code. enum: - MultipleCurrencies - AED - AFN - ALL - AMD - ANG - AOA - ARS - AUD - AWG - AZN - BAM - BBD - BDT - BGN - BHD - BIF - BMD - BND - BOB - BOV - BRL - BSD - BTN - BWP - BYR - BZD - CAD - CDF - CHE - CHF - CHW - CLF - CLP - CNY - COP - COU - CRC - CUP - CVE - CZK - DJF - DKK - DOP - DZD - EEK - EGP - ERN - ETB - EUR - FJD - FKP - GBP - GEL - GHC - GIP - GMD - GNF - GTQ - GYD - HKD - HNL - HRK - HTG - HUF - IDR - ILS - INR - IQD - IRR - ISK - JMD - JOD - JPY - KES - KGS - KHR - KMF - KPW - KRW - KWD - KYD - KZT - LAK - LBP - LKR - LRD - LSL - LTL - LVL - LYD - MAD - MDL - MGA - MKD - MMK - MNT - MOP - MRO - MUR - MVR - MWK - MXN - MXV - MYR - MZN - NAD - NGN - NIO - NOK - NPR - NZD - OMR - PAB - PEN - PGK - PHP - PKR - PLN - PYG - QAR - ROL - RON - RSD - RUB - RWF - SAR - SBD - SCR - SDD - SEK - SGD - SHP - SLL - SOS - SRD - STD - SYP - SZL - THB - TJS - TMT - TND - TOP - TRY - TTD - TWD - TZS - UAH - UGX - USD - USN - USS - UYU - UZS - VEF - VND - VUV - WST - XAF - XAG - XAU - XBA - XBB - XBC - XBD - XCD - XDR - XFO - XFU - XOF - XPD - XPF - XPT - YER - ZAR - ZMK - ZWR Type: type: string description: Security type code. BD=Bond, CT=529 Portfolio, CA=Category Average, CASH=Cash, EI=Economics Series, FC=Closed-End Fund, FE=ETF, FM=Money Market Fund, FO=Open-End Fund, FI=Unit Investment, FV=Insurance Product Fund, SA=Separate Account, ST=Stock, VA=UK LP SubAccounts, V1=Variable Annuity, XI=Index, SP=Custom Plan/Private Funds, CZ=Collective Investment Trust, MO=Models, VP=VA Policy, VL=VL Subaccount, FH=Hedge Fund, CP=529 Plan, MF=Open-End Fund, S1=UBS Separate Account. enum: - BD - CT - CA - CASH - EI - FC - FE - FM - FO - FI - FV - SA - ST - VA - V1 - XI - SP - Proxy - CZ - MO - VP - VL - FH - CP - CIT - GA - MF - SC - S1 InceptionDate: type: string format: date-time description: Original issue date of the instrument. ObsoleteType: type: string description: Reason the investment stopped pricing (e.g. liquidated or merged). ObsoleteDate: type: string format: date-time description: Date the investment was delisted or deleted. SecurityReferenceTypes: type: array description: Roles this security plays in the response context. items: type: string enum: - PortfolioHolding - BenchmarkHolding - DisclosureIndex - InvalidSecurity - InactiveSecurity - NotEntitled Value: type: number format: double description: Value of the security. NotClassifiedHoldingId: type: string description: Identifier of an unclassified holding. Weight: type: number format: double description: Percentage of portfolio assets allocated to this holding. InputAssetClassGroupConfigs: description: Asset class group to query. type: object properties: AssetClassGroupConfig: type: array description: Asset class group identifier. Maximum of one value can be passed in a request. items: $ref: "#/components/schemas/InputAssetClassGroupConfig" InputPortfolioHolding: description: "Each holding requires a security identifier and a position size. For the identifier, pass one of: `SecurityId`, `CUSIP`, `FundCode`, `ISIN`, `PerformanceId`, or `TradingSymbol`. If multiple identifiers are provided for a single security, `SecurityId` takes priority; if `SecurityId` is absent, the last identifier listed in the object is used. For the position size, pass either of: `Weight` or `Value`." type: object properties: SecurityId: description: Morningstar unique identifier of a security. Use `CASH%0.000` for cash positions. type: string examples: - FOUSA00DFS - CASH%0.000 CUSIP: description: Security's CUSIP. type: string examples: - 09251T103 ISIN: description: Security's ISIN. type: string examples: - US0378331005 PerformanceId: description: Security's Morningstar Performance ID. type: string examples: - 0P00002QN3 TradingSymbol: description: "\"Security's ticker/trading symbol.\"" type: string examples: - MDLOX FundCode: description: Security's fund code. type: string examples: - ABG Weight: description: Holding weight as a percentage of portfolio total. All holding weights must sum to 100. minimum: 1 maximum: 100 examples: - 60 type: number format: double Value: description: Market value of the holding in the portfolio currency. Sum of all holdings must equal portfolio `TotalValue`. minimum: 1 examples: - 25000 type: number format: double AnnualFeeFrequency: description: How often the holding-level annual fee is deducted. default: Monthly type: string enum: - Monthly - Quarterly - SemiAnnually - Annually AnnualFeePercent: description: Holding-level annual fee as a percentage of holding value (e.g. `1.15` = 1.15%). Defaults to `0` (no fee). minimum: 0 default: 0 examples: - 1.15 type: number format: double InputPortfolioFees: description: Portfolio-level annual fee configuration. type: object properties: AnnualFeePercent: description: Annual fee as a percentage of portfolio value (e.g. `1.15` = 1.15%). Defaults to `0` (no fee). minimum: 0 default: 0 example: 1.15 type: number format: double AnnualFeeFrequency: description: How often the annual fee is deducted from the portfolio. default: Monthly type: string enum: - Monthly - Quarterly - SemiAnnually - Annually OutputPerformanceDate: description: Key performance date reference points for the portfolio. type: object properties: EarliestCommonDate: description: The earliest date for which all holdings in the portfolio have return data. type: string format: date-time EarliestAvailableDate: description: The earliest date for which any holding in the portfolio has return data. type: string format: date-time EarliestInceptionDate: description: The inception date of the most recently launched holding in the portfolio. type: string format: date-time EarliestCommonExtendedDate: description: The earliest common date calculated using extended return history where available. type: string format: date-time OutputAnalysisItem: description: Analysis data. type: object properties: AssetAllocation: type: array items: $ref: "#/components/schemas/OutputAssetAllocation" EquityAnalysis: $ref: "#/components/schemas/OutputEquityAnalysis" FixedIncomeAnalysis: $ref: "#/components/schemas/OutputFixedIncomeAnalysis" InvestmentStyle: $ref: "#/components/schemas/OutputInvestmentStyle" OutputXRayHoldingsHoldingsItem: description: Holdings data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. RegionAnalysis: $ref: "#/components/schemas/OutputXRayHoldingsRegionAnalysis" TopNetUnderlyingHoldings: $ref: "#/components/schemas/OutputXRayHoldingsTopNetUnderlyingHoldings" PortfolioHoldings: $ref: "#/components/schemas/OutputXRayHoldingsPortfolioHoldings" StockIntersection: $ref: "#/components/schemas/OutputXRayHoldingsStockIntersection" OutputXRayStatisticsStatisticsItem: description: Statistics data. type: object properties: PortfolioSummary: $ref: "#/components/schemas/OutputXRayStatisticsPortfolioStatisticsSummary" FundStatistics: $ref: "#/components/schemas/OutputXRayStatisticsFundStatistics" OutputPortfolioBenchmark: description: Portfolio benchmark data. type: object properties: Type: type: string description: Benchmark type. enum: - Standard - AutoAsset - AutoCategory - Custom Holdings: type: array items: $ref: "#/components/schemas/OutputPortfolioBenchmarkHolding" OutputPerformanceReturns: description: Returns data. type: object properties: TrailingReturns: $ref: "#/components/schemas/OutputPerformanceTrailingReturns" CalendarYearReturn: $ref: "#/components/schemas/OutputPerformanceCalendarYearReturns" RollingReturns: $ref: "#/components/schemas/OutputPerformanceRollingReturns" InvestmentActivity: $ref: "#/components/schemas/OutputPerformanceInvestmentActivity" SecurityReturns: $ref: "#/components/schemas/OutputPerformanceSecurityReturns" OutputXRaySecurityFees: description: Fee data for each security in the portfolio. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Security: type: array items: $ref: "#/components/schemas/OutputXRaySecurityFeesSecurity" OutputRiskRisks: description: Risk data. type: object properties: RiskStatistics: type: array items: $ref: "#/components/schemas/OutputRiskRiskStatistics" MPTStatistics: type: array items: $ref: "#/components/schemas/OutputRiskMPTStatistics" CorrelationMatrix: type: array items: $ref: "#/components/schemas/OutputRiskCorrelationMatrix" Drawdown: $ref: "#/components/schemas/OutputRiskDrawdown" CaptureRatio: $ref: "#/components/schemas/OutputRiskCaptureRatio" OutputXRayOwnershipOwnership: description: Ownership zone data for equity holdings. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Zones: type: array items: $ref: "#/components/schemas/OutputXRayOwnershipZone" OutputXRayFinraFinraHeader: description: FINRA disclosure header message. type: object properties: Message: type: string description: FINRA disclosure message text. InputAssetClassGroupConfig: type: object properties: Id: description: Asset class group identifier. type: string enum: - ACG-AUDETAILED - ACG-BROAD-INDIA2 - ACG-BROAD-JAPAN - ACG-CABROAD - ACG-CANBROAD4 - ACG-EUBROAD - ACG-GLOBBROAD - ACG-NZDETAILED - ACG-UKBROAD - ACG-UK-GBR - ACG-USBROAD default: ACG-USBROAD OutputAssetAllocation: description: Long, short, and net asset allocation positions. Asset class grouping depends on request settings. type: object properties: Id: type: string description: Asset class group identifier. AsOfDate: type: string format: date-time description: End date of analysis. PortfolioAnalyzed: type: number format: double description: Percentage of portfolio analyzed. Portfolio: type: array items: $ref: "#/components/schemas/OutputAssetClassItem" Benchmark: type: array items: $ref: "#/components/schemas/OutputAssetClassItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputAssetAllocationSecurity" OutputEquityAnalysis: description: Equity analysis data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. EquitySectors: $ref: "#/components/schemas/OutputEquitySectors" WorldRegions: $ref: "#/components/schemas/OutputWorldRegions" EquityMarketMaturity: $ref: "#/components/schemas/OutputEquityMarketMaturity" EquityTypeBreakdown: $ref: "#/components/schemas/OutputEquityTypeBreakdown" PriceRatios: $ref: "#/components/schemas/OutputPriceRatios" Profitability: $ref: "#/components/schemas/OutputProfitability" GeometricAverageCapitalization: $ref: "#/components/schemas/OutputGeometricAverageCapitalization" OutputFixedIncomeAnalysis: description: Fixed income analysis data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. FixedIncomeSectors: $ref: "#/components/schemas/OutputFixedIncomeSectors" FixedIncomeMaturity: $ref: "#/components/schemas/OutputFixedIncomeMaturity" CreditQuality: $ref: "#/components/schemas/OutputCreditQuality" InterestRateRisk: $ref: "#/components/schemas/OutputInterestRateRisk" OutputInvestmentStyle: description: Investment style data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. FixedIncomeStyle: $ref: "#/components/schemas/OutputFixedIncomeStyle" EquityStyle: $ref: "#/components/schemas/OutputEquityStyle" OutputXRayHoldingsRegionAnalysis: description: Count of portfolio holdings allocated by region. type: object properties: US: type: integer format: int32 description: Number of holdings allocated to the US region. NotClassified: type: integer format: int32 description: Number of holdings not classified to a region. Foreign: type: integer format: int32 description: Number of holdings allocated to foreign regions. Cash: type: integer format: int32 description: Number of cash holdings. OutputXRayHoldingsTopNetUnderlyingHoldings: description: Top net underlying holdings data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. TopNumber: type: integer format: int32 description: Number of top holdings returned. Security: type: array items: $ref: "#/components/schemas/OutputXRayHoldingsTopNetUnderlyingHoldingsSecurity" OutputXRayHoldingsPortfolioHoldings: description: Portfolio holdings data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Security: type: array items: $ref: "#/components/schemas/OutputXRayHoldingsPortfolioHolding" OutputXRayHoldingsStockIntersection: description: Stock intersection data showing overlapping equity holdings across portfolio funds. type: object properties: IncludeIndex: type: boolean default: false description: Indicates whether index holdings are included in the stock intersection. Stock: type: array items: $ref: "#/components/schemas/OutputXRayHoldingsStockIntersectionItem" ConcentrationRatio: $ref: "#/components/schemas/OutputXRayHoldingsStockIntersectionConcentrationRat\ io" OutputXRayStatisticsPortfolioStatisticsSummary: description: Portfolio summary statistics. type: object properties: PortfolioValue: type: number format: double description: Total value of the portfolio. Currency: type: string description: Currency of the fund returns. enum: - AUD - BRL - CAD - CHF - DKK - EUR - GBP - HKD - INR - JPY - MXN - MYR - NOK - NZD - SEK - SGD - TWD - USD - ZAR PortfolioDate: type: string format: date-time description: The date the portfolio was reported. EquityCount: type: integer format: int32 description: Number of equity holdings in the portfolio. FixedIncomeCount: type: integer format: int32 description: Number of fixed income holdings in the portfolio. SECYield: type: number format: double description: Standardized yield calculated over the 30-day period ending on the last day of the previous month, based on maximum offering price. PortfolioYield: type: array items: $ref: "#/components/schemas/OutputDataItemPortfolioYieldTrailingTimePeriod" OutputXRayStatisticsFundStatistics: description: Fund statistics data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. PortfolioAnalyzed: type: number format: double description: Percentage of portfolio analyzed. Portfolio: $ref: "#/components/schemas/OutputXRayStatisticsFundStatisticsItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputXRayStatisticsFundStatisticsItemSecurity" OutputPortfolioBenchmarkHolding: type: object properties: SecurityId: type: string description: Unique identifier of a security. Weight: type: number format: double description: Percentage of portfolio assets allocated to this holding. OutputPerformanceTrailingReturns: description: Annualized trailing returns for the portfolio and benchmark, looking backward from the analysis end date. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputPerformanceTrailingReturnsItem" Benchmark: $ref: "#/components/schemas/OutputPerformanceBenchmarkTrailingReturnsItem" OutputPerformanceCalendarYearReturns: description: Performance of the portfolio and benchmark over calendar year periods. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputPerformanceCalendarYearReturn" Benchmark: $ref: "#/components/schemas/OutputPerformanceBenchmarkCalendarYearReturn" OutputPerformanceRollingReturns: description: Rolling return data for the portfolio. type: object properties: RollingReturn: type: array items: $ref: "#/components/schemas/OutputPerformanceRollingReturn" AsOfDate: type: string format: date-time description: End date of analysis. OutputPerformanceInvestmentActivity: description: Investment activity data. type: object properties: DataFrequency: type: string description: Frequency of investment activity data. enum: - Monthly Portfolio: type: array items: $ref: "#/components/schemas/OutputPerformanceInvestmentActivityItem" Benchmark: type: array items: $ref: "#/components/schemas/OutputPerformanceBenchmarkInvestmentActivityItem" OutputPerformanceSecurityReturns: description: Security returns data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. StandardizedAndTaxAdjustedReturns: $ref: "#/components/schemas/OutputPerformanceStandardizedAndTaxAdjustedReturns" OutputXRaySecurityFeesSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. FrontLoadFee: type: number format: double description: Front-end sales charge applied at the time of initial purchase, expressed as a percentage. DeferredLoadFee: type: number format: double description: Deferred sales charge assessed when shares are sold before a specified date. ManagementFees: type: number format: double description: Management and administrative fees paid by shareholders over the fund's prior fiscal year, taken from the fund's prospectus. Expense12b1: type: number format: double description: Annual marketing or distribution fee included in the fund expense ratio. GrossExpenseRatio: type: number format: double description: Annual fee charged to shareholders as a percentage of assets, covering all fund operating expenses including management, administrative, and 12b-1 fees. OutputRiskRiskStatistics: description: Risk statistics for the portfolio, benchmark, and individual securities. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. TrailingTimePeriod: type: string description: Trailing time period for which risk statistics are calculated. enum: - Year1 - Year2 - Year3 - Year5 - Year10 DataFrequency: type: string description: Frequency of data used in the calculation. enum: - Monthly - Quarterly Portfolio: $ref: "#/components/schemas/OutputRiskRiskStatisticsItem" Benchmark: $ref: "#/components/schemas/OutputRiskRiskStatisticsItem" Security: type: array items: $ref: "#/components/schemas/OutputRiskRiskStatisticsSecurityItem" OutputRiskMPTStatistics: description: Modern Portfolio Theory (MPT) statistics for the portfolio. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. TrailingTimePeriod: type: string description: Trailing time period for which MPT statistics are calculated. enum: - Year1 - Year2 - Year3 - Year5 - Year10 DataFrequency: type: string description: Frequency of data used in the calculation. enum: - Monthly - Quarterly Portfolio: $ref: "#/components/schemas/OutputRiskMPTStatisticsItem" OutputRiskCorrelationMatrix: description: Correlation matrix data showing pairwise return correlations between holdings and/or the portfolio. type: object properties: TrailingTimePeriod: type: string description: Trailing time period over which correlations are calculated. enum: - Year3 - Year5 - Year10 DataFrequency: type: string description: Frequency of data used in the calculation. enum: - Monthly StartDate: type: string format: date-time description: Start date of the correlation calculation period. EndDate: type: string format: date-time description: End date of the correlation calculation period. Correlations: type: array items: $ref: "#/components/schemas/OutputRiskCorrelationItemKey" OutputRiskDrawdown: description: Drawdown data for the portfolio. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputRiskPortfolio" OutputRiskCaptureRatio: description: Capture ratio data showing portfolio performance relative to the benchmark in up and down markets. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputRiskCaptureRatioItem" OutputXRayOwnershipZone: type: object properties: SecurityId: type: string description: Unique identifier of a security. SizeScore: type: number format: double description: Size score for the ownership zone calculation. StyleScore: type: number format: double description: Style score for the ownership zone calculation. SizeVariance: type: number format: double description: Size variance for the ownership zone calculation. StyleVariance: type: number format: double description: Style variance for the ownership zone calculation. Rho: type: number format: double description: Correlation coefficient used in the ownership zone calculation. ZonePercentile: type: number format: double description: Percentile ranking within the ownership zone. OutputAssetClassItem: type: object properties: Id: type: string description: Allocation identifier. Long: type: number format: double description: Percentage of fund assets in long positions. Short: type: number format: double description: Percentage of fund assets in short positions. Net: type: number format: double description: Percentage of fund assets after subtracting short positions from long positions. OutputAssetAllocationSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. Analyzed: type: number format: double description: Percentage of security analyzed. NotAnalyzed: type: number format: double description: Percentage of security not analyzed. AssetClass: type: array items: $ref: "#/components/schemas/OutputAssetClassItem" OutputEquitySectors: description: The portfolio's equity exposure broken down by sector. Percentages may reflect long, short, net, or long-rescaled positions. type: object properties: EquitySector: type: array items: $ref: "#/components/schemas/OutputEquitySector" OutputWorldRegions: description: The portfolio's equity exposure broken down by geographic region. Percentages may reflect long, short, net, or long-rescaled positions. type: object properties: Id: type: string description: World region identifier. PortfolioAnalyzed: type: number format: double description: Percentage of portfolio analyzed. Portfolio: type: array items: $ref: "#/components/schemas/OutputEquityRegionExposureItem" Benchmark: type: array items: $ref: "#/components/schemas/OutputEquityRegionExposureItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputEquityRegionExposureItemSecurity" OutputEquityMarketMaturity: description: Market maturity breakdown showing the percentage of portfolio stocks domiciled in developed and emerging markets. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputEquityMarketMaturityItem" Benchmark: $ref: "#/components/schemas/OutputEquityMarketMaturityItem" OutputEquityTypeBreakdown: description: Portfolio stocks broken down into Morningstar equity type designations based on objective financial criteria. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. PortfolioAnalyzed: type: number format: double description: Percentage of portfolio analyzed. Portfolio: type: array items: $ref: "#/components/schemas/OutputDataItemEquityType" Benchmark: type: array items: $ref: "#/components/schemas/OutputDataItemEquityType" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputEquityTypeBreakdownItemSecurity" OutputPriceRatios: description: Price ratio data for the portfolio and benchmark. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputPriceRatiosItem" Benchmark: $ref: "#/components/schemas/OutputPriceRatiosItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputPriceRatiosItemSecurity" OutputProfitability: description: Profitability data for the portfolio and benchmark. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputProfitabilityItem" Benchmark: $ref: "#/components/schemas/OutputProfitabilityItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputProfitabilityItemSecurity" OutputGeometricAverageCapitalization: description: Geometric average capitalization data for the portfolio and benchmark. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputGeometricAverageCapitalizationItem" Benchmark: $ref: "#/components/schemas/OutputGeometricAverageCapitalizationItem" OutputFixedIncomeSectors: description: The portfolio's fixed income exposure broken down by super sector. Percentages may reflect long, short, net, or long-rescaled positions. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Id: type: string description: Fixed income sector identifier. Portfolio: type: array items: $ref: "#/components/schemas/OutputDataItemStringNumber" Benchmark: type: array items: $ref: "#/components/schemas/OutputDataItemStringNumber" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputFixedIncomeSuperSectorDataBreakdown" OutputFixedIncomeMaturity: description: Fixed income maturity distribution data for the portfolio and benchmark. type: object properties: Portfolio: $ref: "#/components/schemas/OutputFixedIncomeMaturityItem" Benchmark: $ref: "#/components/schemas/OutputFixedIncomeMaturityItem" OutputCreditQuality: description: The percentage of the portfolio's fixed income holdings assigned to each credit quality rating band. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputCreditQualityItem" Benchmark: $ref: "#/components/schemas/OutputCreditQualityItem" OutputInterestRateRisk: description: Interest rate risk data for the portfolio and benchmark. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputInterestRateRiskItem" Benchmark: $ref: "#/components/schemas/OutputBenchmarkInterestRateRiskItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputInterestRateRiskItemSecurity" OutputFixedIncomeStyle: description: Fixed income style data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. PortfolioAnalyzed: type: number format: double description: Percentage of portfolio analyzed. Portfolio: $ref: "#/components/schemas/OutputFixedIncomeStyleItem" Benchmark: $ref: "#/components/schemas/OutputFixedIncomeStyleItem" FixedIncomeStyleBreakdown: $ref: "#/components/schemas/OutputFixedIncomeStyleBreakdown" OutputEquityStyle: description: Equity style data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. PortfolioAnalyzed: type: number format: double description: Percentage of portfolio analyzed. Portfolio: $ref: "#/components/schemas/OutputEquityStyleItem" Benchmark: $ref: "#/components/schemas/OutputEquityStyleItem" EquityStyleBreakdown: $ref: "#/components/schemas/OutputEquityStyleBreakdown" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputEquityStyleItemSecurity" OutputXRayHoldingsTopNetUnderlyingHoldingsSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. PercentAssets: type: number format: double description: Percent of portfolio assets. EquitySector: type: string description: Institution-specific equity sector classification. FixedIncomeSector: type: string description: Fixed income sector identifier. Country: type: string description: Country identifier (ISO country code). OutputXRayHoldingsPortfolioHolding: type: object properties: SecurityId: type: string description: Unique identifier of a security. Name: type: string description: Security name. FundPortfolioDate: type: string format: date-time description: The date the portfolio was reported. Year1: type: number format: double description: 1-year annualized return. Year3: type: number format: double description: 3-year annualized return. Year5: type: number format: double description: 5-year annualized return. Year10: type: number format: double description: 10-year annualized return. PercentAssets: type: number format: double description: Percent of portfolio assets. MarketValue: type: number format: double description: Current market value of the holding. NotClassifiedHoldingId: type: string description: Identifier of an unclassified holding. OutputXRayHoldingsStockIntersectionItem: type: object properties: SecurityId: type: string description: Unique identifier of a security. SecurityName: type: string description: Security name. CUSIP: type: string description: Nine-character CUSIP identifier consisting of a six-character issuer number, two-character issue number, and one check digit. TradingSymbol: type: string description: Security trading symbol. PercentOfInvestments: type: number format: double description: Percentage of total portfolio investments. MarketValue: type: number format: double description: Current market value of the holding. StockSector: type: string description: Stock sector identifier. SourceOfStock: type: array items: $ref: "#/components/schemas/OutputXRayHoldingsStockIntersectionItemSource" OutputXRayHoldingsStockIntersectionConcentrationRatio: description: Concentration ratio showing the combined percentage of portfolio assets held in the top stocks. type: object properties: TopStocksPercent: type: number format: double description: Percentage of portfolio assets in the top stocks. OtherStocksPercent: type: number format: double description: Percentage of portfolio assets in all other stocks. TopNumberOfStocks: type: integer format: int32 description: Number of stocks counted as top holdings. OutputDataItemPortfolioYieldTrailingTimePeriod: type: object properties: Id: type: string enum: - Month12 Value: type: number format: double description: Yield value for the time period. OutputXRayStatisticsFundStatisticsItem: type: object properties: AverageNetExpenseRatio: type: number format: double description: Percentage of fund assets, net of reimbursements, used to pay operating expenses and management fees. Does not include brokerage or sales charges. AverageGrossExpenseRatio: type: number format: double description: Percentage of fund assets used to pay operating expenses and management fees before any reimbursements. Does not include brokerage or sales charges. PotentialCapGainsExposure: type: number format: double description: Estimated percentage of fund assets representing unrealized gains. An indicator of possible future capital gain distributions. AverageManagementExpenseRatio: type: number format: double AverageManagementFee: type: number format: double description: Compensation paid to the fund's investment manager for portfolio management services. EstimatedMutualFundExpensesAmount: type: number format: double OutputXRayStatisticsFundStatisticsItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. Analyzed: type: number format: double description: Percentage of security analyzed. NotAnalyzed: type: number format: double description: Percentage of security not analyzed. FundStatisticsItem: $ref: "#/components/schemas/OutputXRayStatisticsSecurityFundStatisticsItem" OutputPerformanceTrailingReturnsItem: type: object properties: TimePeriod: type: array items: $ref: "#/components/schemas/OutputDataItemTrailingTimePeriod" OutputPerformanceBenchmarkTrailingReturnsItem: type: object properties: TimePeriod: type: array items: $ref: "#/components/schemas/OutputDataItemBenchmarkTrailingTimePeriod" OutputPerformanceCalendarYearReturn: type: object properties: CalendarYear: type: array description: Calendar year return data. Index 1–10 represents the 10 most recent calendar years. items: $ref: "#/components/schemas/OutputDataItemCalendarYearReturnTimePeriod" OutputPerformanceBenchmarkCalendarYearReturn: type: object properties: CalendarYear: type: array description: Calendar year return data. Index 1–10 represents the 10 most recent calendar years. items: $ref: "#/components/schemas/OutputDataItemInt32" OutputPerformanceRollingReturn: type: object properties: RollingPeriod: type: string enum: - Month24 - Month120 - "12" - "36" - "60" - "120" Portfolio: $ref: "#/components/schemas/OutputPerformanceRollingReturnsItem" OutputPerformanceInvestmentActivityItem: type: object properties: Sequence: type: integer format: int32 description: Sequence identifier. StartDate: type: string format: date-time description: Start date of the time period. EndDate: type: string format: date-time description: End date of the time period. BeginningBalance: type: number format: double description: Beginning balance for the time period. MarketValue: type: number format: double description: Market value at end of the time period. GrossBeginningBalance: type: number format: double description: Gross beginning balance for the time period. GrossMarketValue: type: number format: double description: Gross market value at end of the time period. OutputPerformanceBenchmarkInvestmentActivityItem: type: object properties: Sequence: type: integer format: int32 description: Sequence identifier. StartDate: type: string format: date-time description: Start date of the time period. EndDate: type: string format: date-time description: End date of the time period. BeginningBalance: type: number format: double description: Beginning balance for the time period. MarketValue: type: number format: double description: Market value at end of the time period. OutputPerformanceStandardizedAndTaxAdjustedReturns: description: Standardized and tax-adjusted return data. type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Security: type: array items: $ref: "#/components/schemas/OutputPerformanceStandardizedAndTaxAdjustedReturnsS\ ecurity" OutputRiskRiskStatisticsItem: type: object properties: Mean: type: number format: double description: Mean return over the trailing period. SharpeRatio: type: number format: double description: Risk-adjusted return per unit of risk, calculated as excess return over the risk-free rate divided by standard deviation. StandardDeviation: type: number format: double description: Statistical measure of return dispersion around the mean, used as an indicator of volatility. InformationRatio: type: number format: double description: Risk-adjusted performance measure comparing excess return over a benchmark to tracking error. TrackingError: type: number format: double description: Measure of how closely the portfolio's returns follow the benchmark. SortinoRatio: type: number format: double description: Variation of the Sharpe ratio that uses downside deviation rather than total standard deviation. ExcessReturn: type: number format: double description: The portfolio's return relative to the benchmark return over the same period. OutputRiskRiskStatisticsSecurityItem: type: object properties: SecurityId: type: string description: Unique identifier of a security. Weight: type: number format: double description: Percentage of portfolio assets allocated to this holding. RiskStatisticsItem: $ref: "#/components/schemas/OutputRiskSecurity.RiskStatisticsItem" OutputRiskMPTStatisticsItem: type: object properties: Alpha: type: number format: double description: Difference between the portfolio's actual return and the return predicted by its beta. A positive alpha indicates outperformance. Beta: type: number format: double description: Measure of the portfolio's sensitivity to benchmark market movements. RSquared: type: number format: double description: Strength of the relationship between portfolio returns and benchmark returns. High values indicate close correlation. UpCaptureRatio: type: number format: double description: Percentage of benchmark upside returns captured by the portfolio during periods when the benchmark had positive returns. DownCaptureRatio: type: number format: double description: Percentage of benchmark downside returns captured by the portfolio during periods when the benchmark had negative returns. TreynorRatio: type: number format: double description: Risk-adjusted return measure using market risk (beta) rather than total risk (standard deviation). OmegaRatio: type: number format: double description: Risk-adjusted return measure that does not assume a normal return distribution, focusing on the likelihood of not meeting a target return. OutputRiskCorrelationItemKey: type: object properties: Id: type: integer format: int32 SecurityId: type: string description: Unique identifier of a security. UseExtendedReturns: type: boolean description: Indicates whether extended return history was used in the calculation. Type: type: string description: Indicates whether the item is a portfolio or an individual security. enum: - Portfolio - Security CorrelatedItemKey: type: array items: $ref: "#/components/schemas/OutputRiskCorrelatedItemKey" OutputRiskPortfolio: description: Portfolio drawdown data across overall, time period, and calendar year views. type: object properties: PortfolioDrawdownItem: $ref: "#/components/schemas/OutputRiskDrawdownItem" TimePeriods: type: array items: $ref: "#/components/schemas/OutputRiskTimePeriods" CalendarYear: type: array items: $ref: "#/components/schemas/OutputRiskCalenderYearItem" OutputRiskCaptureRatioItem: type: object properties: Downside: $ref: "#/components/schemas/OutputRiskDownsideItems" Upside: $ref: "#/components/schemas/OutputRiskUpsideItems" OutputEquitySector: type: object properties: Id: type: string description: Possible values are GICS, Morningstar, or institution-defined identifier. PortfolioAnalyzed: type: number format: double description: Percentage of portfolio analyzed. Portfolio: type: array items: $ref: "#/components/schemas/OutputEquitySectorItem" Benchmark: type: array items: $ref: "#/components/schemas/OutputEquitySectorItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputEquitySectorExposureItemSecurity" OutputEquityRegionExposureItem: type: object properties: Id: type: string description: Parent/rollup region identifier. Value: type: number format: double description: Value for world region. ExposureItem: type: array description: Child region items. Values are client-specific and may follow Morningstar or institution-defined classifications. items: $ref: "#/components/schemas/OutputDataItemStringNumber" OutputEquityRegionExposureItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. Analyzed: type: number format: double description: Percentage of security analyzed. NotAnalyzed: type: number format: double description: Percentage of security not analyzed. Region: type: array items: $ref: "#/components/schemas/OutputEquityRegionExposureItem" OutputEquityMarketMaturityItem: type: object properties: DevelopedMarkets: type: number format: double description: Countries with mature economies and stock markets that benefit from a high degree of investor recourse, corporate governance and legal infrastructure. EmergingMarkets: type: number format: double description: Countries with fairly young economies and stock markets that offer higher growth potential and higher risk. NotAvailable: type: number format: double description: Countries that are neither developed nor emerging, or that lack a sufficiently liquid or transparent stock market. OutputDataItemEquityType: type: object properties: Id: type: string description: Equity type identifier. enum: - AggressiveGrowth - ClassicGrowth - Cyclical - Distressed - HardAsset - HighYield - NotAvailable - SlowGrowth - SpeculativeGrowth Value: type: number format: double description: Value of equity type. OutputEquityTypeBreakdownItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. Analyzed: type: number format: double description: Percentage of security analyzed. NotAnalyzed: type: number format: double description: Percentage of security not analyzed. EquityTypeBreakdownItem: type: array items: $ref: "#/components/schemas/OutputDataItemEquityType" OutputPriceRatiosItem: type: object properties: PriceBook: type: number format: double description: Weighted average of the Price-to-Book ratio of underlying stock holdings using long-only data. PriceCashFlow: type: number format: double description: Weighted average of the Price-to-Cash-Flow ratio of underlying stock holdings using long-only data. PriceEarnings: type: number format: double description: Weighted average of the Price-to-Earnings ratio of underlying stock holdings using long-only data. PriceSales: type: number format: double description: Weighted average of the Price-to-Sales ratio of underlying stock holdings using long-only data. OutputPriceRatiosItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. PriceRatiosItem: $ref: "#/components/schemas/OutputPriceRatiosItem" OutputProfitabilityItem: type: object properties: DebtCapital: type: number format: double description: Financial leverage ratio calculated by dividing long-term debt by total capitalization. Not provided for financial companies. NetMargin: type: number format: double description: Weighted median net income divided by revenues over the past five fiscal years, expressed as a percentage. ROA: type: number format: double description: Weighted average Return on Assets ratio of underlying stock holdings using long-only data. ROE: type: number format: double description: Weighted average Return on Equity ratio of underlying stock holdings using long-only data. OutputProfitabilityItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. ProfitabilityItem: $ref: "#/components/schemas/OutputProfitabilityItem" OutputGeometricAverageCapitalizationItem: type: object properties: Value: type: number format: double description: Geometric average capitalization value. OutputDataItemStringNumber: type: object properties: Id: type: string Value: type: number format: double description: Value. OutputFixedIncomeSuperSectorDataBreakdown: type: object properties: SecurityId: type: string description: Unique identifier of a security. FixedIncomeSuperSectorDataItems: type: array items: $ref: "#/components/schemas/OutputDataItemStringNumber" OutputFixedIncomeMaturityItem: type: object properties: Maturity: type: array items: $ref: "#/components/schemas/OutputDataItemFixedIncomeMaturityPeriod" OutputCreditQualityItem: type: object properties: AAA: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. AA: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. A: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. BBB: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. BB: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. B: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. BelowB: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. NotRated: type: number format: double description: Percentage of fixed income holdings assigned to this credit quality rating band. OutputInterestRateRiskItem: type: object properties: Maturity: type: number format: double description: Weighted average maturity of portfolio holdings. MaturityPercentAnalyzed: type: number format: double description: Percentage of portfolio maturity analyzed. YieldToMaturity: type: number format: double description: Holding-weighted average yield of all applicable holdings. Ignores the impact of option features such as calls or puts. ModifiedDuration: type: number format: double description: Holding-weighted average price sensitivity to interest rate changes, excluding the impact of option features. Expressed in years. EffectiveDuration: type: number format: double description: Holding-weighted average price sensitivity to interest rate changes, including the impact of option features. Expressed in years. EffectiveDurationPercentAnalyzed: type: number format: double description: Percentage of portfolio effective duration analyzed. WTDCoupon: type: number format: double WTDPrice: type: number format: double AverageCreditQuality: type: number format: double description: Morningstar proprietary measure of overall portfolio credit risk, derived from historical default rates associated with each credit rating level. OutputBenchmarkInterestRateRiskItem: type: object properties: Maturity: type: number format: double description: Weighted average maturity of benchmark holdings. YieldToMaturity: type: number format: double description: Holding-weighted average yield of all applicable holdings. Ignores the impact of option features such as calls or puts. ModifiedDuration: type: number format: double description: Holding-weighted average price sensitivity to interest rate changes, excluding the impact of option features. Expressed in years. EffectiveDuration: type: number format: double description: Holding-weighted average price sensitivity to interest rate changes, including the impact of option features. Expressed in years. WTDCoupon: type: number format: double WTDPrice: type: number format: double AverageCreditQuality: type: number format: double description: Morningstar proprietary measure of overall portfolio credit risk, derived from historical default rates associated with each credit rating level. OutputInterestRateRiskItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. InterestRateRiskItem: $ref: "#/components/schemas/OutputSecurityInterestRateRiskItem" OutputFixedIncomeStyleItem: type: object properties: EffectiveDuration: type: number format: double description: Holding-weighted average price sensitivity to interest rate changes, including the impact of option features. Expressed in years. EffectiveMaturity: type: number format: double description: Holding-weighted average term at which principal is expected to be paid. Expressed in years. OutputFixedIncomeStyleBreakdown: description: Fixed income style box breakdown by credit quality (High/Medium/Low) and duration (Limited/Moderate/Extensive). type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. HighLtd: type: number format: double description: High credit quality / Limited duration. HighMod: type: number format: double description: High credit quality / Moderate duration. HighExt: type: number format: double description: High credit quality / Extensive duration. MedLtd: type: number format: double description: Medium credit quality / Limited duration. MedMod: type: number format: double description: Medium credit quality / Moderate duration. MedExt: type: number format: double description: Medium credit quality / Extensive duration. LowLtd: type: number format: double description: Low credit quality / Limited duration. LowMod: type: number format: double description: Low credit quality / Moderate duration. LowExt: type: number format: double description: Low credit quality / Extensive duration. Unclassified: type: number format: double description: Percentage not classified into a style box category. SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputFixedIncomeStyleBreakdownSecurity" OutputEquityStyleItem: type: object properties: AverageMarketCap: type: number format: double description: Geometric mean of the market capitalizations of all stocks held, weighted by portfolio allocation. OutputEquityStyleBreakdown: description: Equity style box breakdown by market capitalization (Large/Mid/Small) and investment style (Value/Blend/Growth). type: object properties: AsOfDate: type: string format: date-time description: End date of analysis. Portfolio: $ref: "#/components/schemas/OutputEquityStyleBreakdownItem" SecurityBreakdown: type: array items: $ref: "#/components/schemas/OutputEquityStyleBreakdownItemSecurity" OutputEquityStyleItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. EquityStyleItem: $ref: "#/components/schemas/OutputEquityStyleItem" OutputXRayHoldingsStockIntersectionItemSource: type: object properties: SecurityId: type: string description: Unique identifier of a security. CUSIP: type: string description: Nine-character CUSIP identifier consisting of a six-character issuer number, two-character issue number, and one check digit. FundPortfolioDate: type: string format: date-time description: The date the portfolio was reported. PercentOfInvestments: type: number format: double description: Percentage of total portfolio investments. MarketValue: type: number format: double description: Current market value of the holding. OutputXRayStatisticsSecurityFundStatisticsItem: type: object properties: AverageNetExpenseRatio: type: number format: double description: Percentage of fund assets, net of reimbursements, used to pay operating expenses and management fees. Does not include brokerage or sales charges. AverageGrossExpenseRatio: type: number format: double description: Percentage of fund assets used to pay operating expenses and management fees before any reimbursements. Does not include brokerage or sales charges. PotentialCapGainsExposure: type: number format: double description: Estimated percentage of fund assets representing unrealized gains. An indicator of possible future capital gain distributions. OutputDataItemTrailingTimePeriod: type: object properties: Id: type: string description: Time period identifier. enum: - YearToDate - Month3 - Month6 - Year1 - Year2 - Year3 - Year5 - Year10 - SinceInception Value: type: number format: double description: Value for the time period. GrossValue: type: number format: double description: Gross value for the time period. OutputDataItemBenchmarkTrailingTimePeriod: type: object properties: Id: type: string description: Time period identifier. enum: - YearToDate - Month3 - Month6 - Year1 - Year2 - Year3 - Year5 - Year10 - SinceInception Value: type: number format: double description: Value for the time period. OutputDataItemCalendarYearReturnTimePeriod: type: object properties: Id: type: integer format: int32 description: Calendar year return identifier (1–10, representing the 10 most recent years). Value: type: number format: double description: Calendar year return value. GrossValue: type: number format: double description: Gross calendar year return value. OutputDataItemInt32: type: object properties: Id: type: integer format: int32 Value: type: number format: double description: Value. OutputPerformanceRollingReturnsItem: type: object properties: StartYear: type: integer format: int32 StartMonth: maximum: 12 minimum: 1 type: integer format: int32 Data: type: array items: $ref: "#/components/schemas/OutputDataItemInt32" Details: type: array items: $ref: "#/components/schemas/OutputPerformanceRollingReturnsDetail" OutputPerformanceStandardizedAndTaxAdjustedReturnsSecurity: type: object properties: Sequence: type: integer format: int32 description: Sequence identifier. SecurityId: type: string description: Unique identifier of a security. StandardizedReturns: $ref: "#/components/schemas/OutputPerformanceStandardizedReturns" AfterTaxReturns: $ref: "#/components/schemas/OutputPerformanceAfterTaxReturns" OutputRiskSecurity.RiskStatisticsItem: type: object properties: Mean: type: number format: double description: Mean return over the trailing period. SharpeRatio: type: number format: double description: Risk-adjusted return per unit of risk. Year2 is not supported at the security level. StandardDeviation: type: number format: double description: Statistical measure of return dispersion around the mean, used as an indicator of volatility. OutputRiskCorrelatedItemKey: type: object properties: CorrelatedItemKeyId: type: integer format: int32 Type: type: string description: Indicates whether the correlated item is a portfolio or an individual security. enum: - Portfolio - Security Value: type: number format: double description: Correlation coefficient between this item and the referenced item. OutputRiskDrawdownItem: type: object properties: MaxDrawdown: type: number format: double description: Peak-to-trough decline over the measurement period, expressed as a percentage. NoOfPeriods: type: integer format: int32 description: Number of periods in the drawdown. PeakDate: type: string format: date-time description: Date at which the maximum drawdown began. ValleyDate: type: string format: date-time description: Date at which the maximum drawdown ended. UpPercent: type: number format: double description: Number of periods the portfolio outperformed the benchmark when the benchmark was up, divided by total up-benchmark periods. DownPercent: type: number format: double description: Number of periods the portfolio outperformed the benchmark when the benchmark was down, divided by total down-benchmark periods. OutputRiskTimePeriods: type: object properties: id: type: string description: Time period identifier. enum: - Month3 - Month6 - Year1 - Year2 - Year3 - Year5 - Year10 DrawdownItem: $ref: "#/components/schemas/OutputRiskDrawdownItem" OutputRiskCalenderYearItem: type: object properties: id: type: string description: Calendar year identifier. CalenderYearDrawdownItem: $ref: "#/components/schemas/OutputRiskDrawdownItem" OutputRiskDownsideItems: description: Downside capture ratio — the portfolio's percentage capture of benchmark returns during periods when the benchmark was negative. type: object properties: TimePeriod: type: array items: $ref: "#/components/schemas/OutputDataItemCaptureRatioTimePeriod" OutputRiskUpsideItems: description: Upside capture ratio — the portfolio's percentage capture of benchmark returns during periods when the benchmark was positive. type: object properties: TimePeriod: type: array items: $ref: "#/components/schemas/OutputDataItemCaptureRatioTimePeriod" OutputEquitySectorItem: type: object properties: Id: type: string description: Parent/rollup sector identifier. Value: type: number format: double description: Sector exposure value. OutputEquitySectorExposureItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. Analyzed: type: number format: double description: Percentage of security analyzed. NotAnalyzed: type: number format: double description: Percentage of security not analyzed. Sector: type: array items: $ref: "#/components/schemas/OutputEquitySectorExposureItem" OutputDataItemFixedIncomeMaturityPeriod: type: object properties: Id: type: string description: Maturity year range identifier. enum: - Years1to3 - Years3to5 - Years5to7 - Years7to10 - Years10to15 - Years15to20 - Years20to30 - YearsOver30 Value: type: number format: double description: Maturity year range value. OutputSecurityInterestRateRiskItem: type: object properties: Maturity: type: number format: double description: Weighted average maturity of the security. EffectiveDuration: type: number format: double description: Holding-weighted average price sensitivity to interest rate changes, including the impact of option features. Expressed in years. WTDCoupon: type: number format: double AverageCreditQuality: type: number format: double description: Morningstar proprietary measure of credit risk, derived from historical default rates associated with each credit rating level. OutputFixedIncomeStyleBreakdownSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. Analyzed: type: number format: double description: Percentage of security analyzed. NotAnalyzed: type: number format: double description: Percentage of security not analyzed. FixedIncomeStyleBreakdownItem: $ref: "#/components/schemas/OutputFixedIncomeStyleBreakdownItem" OutputEquityStyleBreakdownItem: type: object properties: LargeValue: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. LargeBlend: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. LargeGrowth: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. MidValue: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. MidBlend: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. MidGrowth: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. SmallValue: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. SmallBlend: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. SmallGrowth: type: number format: double description: Percentage of equity holdings in this style box quadrant of the Morningstar Style Box™. Unclassified: type: number format: double description: Percentage not classified into a style box category. OutputEquityStyleBreakdownItemSecurity: type: object properties: SecurityId: type: string description: Unique identifier of a security. Analyzed: type: number format: double description: Percentage of security analyzed. NotAnalyzed: type: number format: double description: Percentage of security not analyzed. EquityStyleBreakdownItem: $ref: "#/components/schemas/OutputEquityStyleBreakdownItem" OutputPerformanceRollingReturnsDetail: type: object properties: Id: type: integer format: int32 Period: type: string CumulativeTotalReturn: type: number format: double description: Cumulative total return for the rolling period. AnnualizedTotalReturn: type: number format: double description: Annualized total return for the rolling period. OutputPerformanceStandardizedReturns: type: object properties: GrossExpenseRatio: type: number format: double description: Total gross expenses divided by average net assets, including waived fees. Excludes brokerage costs. InceptionDate: type: string format: date-time description: Original issue date of the instrument. MaxBackLoad: type: number format: double description: Fund's maximum deferred sales charge, expressed as a percentage of the lesser of the initial or final value of shares sold. MaxFrontLoad: type: number format: double description: Maximum initial sales charge deducted at the time of purchase, expressed as a percentage of the investment. NetExpenseRatio: type: number format: double description: Total net expenses divided by average net assets, net of reimbursements and waivers. Excludes brokerage costs. ManagementExpenseRatio: type: number format: double description: Percentage of average net assets paid annually to cover fixed fund management costs. Specific to the Canadian market. TurnoverRatio: type: number format: double description: Measure of how frequently the fund buys or sells holdings, expressed as a percentage of assets traded over the year. TurnoverRatioDate: type: string format: date-time description: Date of the turnover ratio calculation. Day7YieldUnsubsized: type: number format: double description: 7-day unsubsidized yield, annualized using the base period return divided by the starting account value. Day7YieldSubsidized: type: number format: double description: 7-day subsidized yield, annualized using the base period return divided by the starting account value. Month12Yield: type: number format: double description: Total distributions paid in the last 12 months as a percentage of the previous month-end price, excluding return of capital. TimePeriod: type: array items: $ref: "#/components/schemas/OutputPerformanceStandardizedReturns.TimePeriodItem" OutputPerformanceAfterTaxReturns: description: After-tax returns data. type: object properties: OnDistributionAndSalesOfShares: type: array items: $ref: "#/components/schemas/OutputDataItemOutputAfterTaxReturnsTimePeriod" OnDistributionReturn: type: array items: $ref: "#/components/schemas/OutputDataItemOutputAfterTaxReturnsTimePeriod" OutputDataItemCaptureRatioTimePeriod: type: object properties: Id: type: string description: Time period identifier. enum: - Year1 - Year3 - Year5 - Year10 Value: type: number format: double description: Capture ratio value for the time period. OutputEquitySectorExposureItem: type: object properties: Id: type: string description: Parent/rollup sector identifier. Value: type: number format: double description: Sector exposure value. ExposureItem: type: array description: Child sector items. Values are client-specific and may follow GICS, Morningstar, or institution-defined classifications. items: $ref: "#/components/schemas/OutputDataItemStringNumber" OutputFixedIncomeStyleBreakdownItem: type: object properties: HighLtd: type: number format: double description: High credit quality / Limited duration. HighMod: type: number format: double description: High credit quality / Moderate duration. HighExt: type: number format: double description: High credit quality / Extensive duration. MedLtd: type: number format: double description: Medium credit quality / Limited duration. MedMod: type: number format: double description: Medium credit quality / Moderate duration. MedExt: type: number format: double description: Medium credit quality / Extensive duration. LowLtd: type: number format: double description: Low credit quality / Limited duration. LowMod: type: number format: double description: Low credit quality / Moderate duration. LowExt: type: number format: double description: Low credit quality / Extensive duration. Unclassified: type: number format: double description: Percentage not classified into a style box category. OutputPerformanceStandardizedReturns.TimePeriodItem: type: object properties: Id: type: string enum: - YearToDate - Month3 - Year1 - Year3 - Year5 - Year10 - SinceInception Market: type: number format: double Nav: type: number format: double OutputDataItemOutputAfterTaxReturnsTimePeriod: type: object properties: Id: type: string enum: - YearToDate - Month3 - Year1 - Year3 - Year5 - Year10 - SinceInception Value: type: number format: double description: Value for the time period. examples: RequestPortfolioXrayExample1: summary: "Request: Minimum Portfolios Input (1)" value: Portfolios: - Name: ExamplePortfolio1 Currency: USD TotalValue: 50000 Holdings: - TradingSymbol: SPY Weight: 40 - TradingSymbol: AGG Weight: 30 - TradingSymbol: QQQ Weight: 20 - SecurityId: CASH%0.000 Weight: 10 Benchmark: Type: Standard RequestSettings: OutputCurrency: USD AnalysisDateTimePeriod: MonthEnd PortfolioPerformanceStartDate: EarliestCommon PerformanceFrequency: Monthly InitialValue: 10000 DisableRescale: false RequestPortfolioXrayExample2: summary: "Request: Maximum Portfolios Input (2)" value: RequestSettings: OutputCurrency: USD AssetClassGroupConfig: AssetClassGroupConfigs: - id: ACG-USBROAD AnalysisDateTimePeriod: MonthEnd PortfolioPerformanceStartDate: EarliestCommon PerformanceFrequency: Monthly InitialValue: 10000 SynchronizePortfolioStartDate: true ReturnDataSections: - RollingReturns RollingReturnFrequencies: - Year1 - Year3 - Year5 RollingReturnStep: 1 IncludePortfolioInCorrelationMatrix: false Portfolios: - Name: ExamplePortfolio1 Currency: USD TotalValue: 50000 Holdings: - TradingSymbol: AAPL Value: 15000 - TradingSymbol: MSFT Value: 12000 - TradingSymbol: AMZN Value: 10000 - ISIN: US5949181045 Value: 8000 - TradingSymbol: NVDA Value: 5000 Fees: AnnualFeePercent: 0.5 AnnualFeeFrequency: Monthly - Name: ExamplePortfolio2 Currency: USD TotalValue: 19500 Holdings: - TradingSymbol: BND Value: 2000 - TradingSymbol: VYM Value: 1500 - CUSIP: "922908769" Value: 10000 - SecurityId: CASH%0.000 Value: 6000 securitySchemes: Bearer: type: http scheme: bearer bearerFormat: JWT description: >- JWT obtained from `POST /token/oauth`. Send it on every request as `Authorization: Bearer `. Reuse the token for up to 60 minutes, then request a new one. ```