InputPortfolioFees
objectPortfolio-level annual fee configuration.
AnnualFeePercentnumber(double)
Annual fee as a percentage of portfolio value (e.g. 1.15 = 1.15%). Defaults to 0 (no fee).
Default:0
>= 0
Example:1.15
AnnualFeeFrequencystring
How often the annual fee is deducted from the portfolio.
Allowed values:MonthlyQuarterlySemiAnnuallyAnnually
Default:Monthly
Example
InputPortfolio
objectObject 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.
Namestringrequired
Portfolio name.
TotalValuenumber(double)
Total market value of the portfolio in the portfolio currency. Required when holdings use Weight.
>= 1
Example:20000
Currencystringrequired
Portfolio currency. 19 currencies are supported. Accepted values are ISO 4217 currency codes…
Allowed values:AUDBRLCADCHFDKKEURGBPHKDINRJPYMXNMYRNOKNZDSEKSGDTWDUSDZAR
Example:USD
Holdingsarray[object]required
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.
>= 1 items<= 250 items
Show Child Parameters
Feesobject
Portfolio-level annual fee configuration.
Show Child Parameters
IrrFeesnumber(double)
Annual fee used in the internal rate of return calculation.
>= 1
Example:1000
Example
InputPortfolioHolding
objectEach 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.
SecurityIdstring
Morningstar unique identifier of a security. Use CASH%0.000 for cash positions.
Example:FOUSA00DFS, CASH%0.000
CUSIPstring
Security’s CUSIP.
Example:09251T103
ISINstring
Security’s ISIN.
Example:US0378331005
PerformanceIdstring
Security’s Morningstar Performance ID.
Example:0P00002QN3
TradingSymbolstring
“Security’s ticker/trading symbol.”
Example:MDLOX
FundCodestring
Security’s fund code.
Example:ABG
Weightnumber(double)
Holding weight as a percentage of portfolio total. All holding weights must sum to 100.
>= 1<= 100
Example:60
Valuenumber(double)
Market value of the holding in the portfolio currency. Sum of all holdings must equal portfolio TotalValue.
>= 1
Example:25000
AnnualFeeFrequencystring
How often the holding-level annual fee is deducted.
Allowed values:MonthlyQuarterlySemiAnnuallyAnnually
Default:Monthly
AnnualFeePercentnumber(double)
Holding-level annual fee as a percentage of holding value (e.g. 1.15 = 1.15%). Defaults to 0 (no fee).
Default:0
>= 0
Example:1.15
Example
InputXRayConfig
objectIdstring
Account-specific configuration preset. Settings can be overridden directly in the request.
Allowed values:Default
Default:Default
Example
InputXRayRequestSettings
objectAnalysis settings including output currency, date range, performance frequency, and optional data sections.
OutputCurrencystringrequired
Currency used to calculate output values. 19 currencies are supported. Accepted values are ISO 4217 currency codes.
Allowed values:AUDBRLCADCHFDKKEURGBPHKDINRJPYMXNMYRNOKNZDSEKSGDTWDUSDZAR
Default:USD
AnalysisDateTimePeriodstring
End date period for the analysis. CustomDate requires PortfolioPerformanceEndDate to be set explicitly.
Allowed values:MonthEndQuarterEndYearEndCustomDate
Default:MonthEnd
AssetClassGroupConfigsobject
Asset class group to query.
Show Child Parameters
DisableRescaleboolean
When true, portfolio weights are not rescaled if any holdings are invalid or unentitled.
Default:false
EnablePerformanceCommonEndDateboolean
When true, the most recent common end date across all portfolios is used as the analysis end date.
Default:false
IncludeGrossNetReturnsboolean
When true, both gross and net return values are included in trailing returns and calendar year return data.
Default:false
IncludePortfolioInCorrelationMatrixboolean
When true, the portfolio is included as an entry in the correlation matrix.
Default:false
InitialValuenumber(double)
Initial value of the portfolio in the output currency.
Default:10000
>= 1
MaxCorrelationMatrixHoldingNumberinteger(int32)
Maximum number of holdings to include in the correlation matrix. Only applies when ReturnDataSections includes CorrelationMatrix.
Default:50
>= 2<= 50
PerformanceFrequencystring
Frequency of performance returns and risk calculations.
Allowed values:MonthlyQuarterly
Default:Monthly
PortfolioPerformanceStartDatestring
Start date of the analysis. CustomDate requires PortfolioPerformanceCustomStartDate to be set explicitly.
Allowed values:EarliestCommonEarliestAvailableEarliestCommonExtendedEarliestCommonExtended10YearYear10CustomDate
Default:EarliestCommon
PortfolioPerformanceEndDatestring(date)
End date of the analysis. Required when AnalysisDateTimePeriod is set to CustomDate.
Example:2022-10-31
PortfolioPerformanceCustomStartDatestring(date)
Custom start date of the analysis. Required when PortfolioPerformanceStartDate is set to CustomDate. Note: this field name contains a trailing space.
Example:2022-10-31
ReturnDataSectionsarray[string]
Additional data sections to include in the response. See RollingReturnFrequencies and MaxCorrelationMatrixHoldingNumber for related configuration.
Allowed values:CorrelationMatrixRollingReturns
Example:RollingReturns
RollingReturnFrequenciesarray[string]
Rolling return periods to calculate. Required when ReturnDataSections includes RollingReturns.
Allowed values:Month3Month6Year1Year3Year5Year10
Example:Month3
RollingReturnStepinteger(int32)
Step interval (in months) between rolling return calculations. Only applies when ReturnDataSections includes RollingReturns.
Default:1
>= 1
SynchronizePortfolioStartDateboolean
When true, the latest common start date across all portfolios is used as the analysis start date for all portfolios.
Default:false
Example