Portfolio X-Ray API

OutputAssetAllocation

object

Long, short, and net asset allocation positions. Asset class grouping depends on request settings.

Idstring

Asset class group identifier.

AsOfDatestring(date-time)

End date of analysis.

PortfolioAnalyzednumber(double)

Percentage of portfolio analyzed.

Portfolioarray[object]
Show Child Parameters
Benchmarkarray[object]
Show Child Parameters
SecurityBreakdownarray[object]
Show Child Parameters
Example

OutputAssetAllocationSecurity

object
SecurityIdstring

Unique identifier of a security.

Analyzednumber(double)

Percentage of security analyzed.

NotAnalyzednumber(double)

Percentage of security not analyzed.

AssetClassarray[object]
Show Child Parameters
Example

OutputAssetClassItem

object
Idstring

Allocation identifier.

Longnumber(double)

Percentage of fund assets in long positions.

Shortnumber(double)

Percentage of fund assets in short positions.

Netnumber(double)

Percentage of fund assets after subtracting short positions from long positions.

Example

OutputBenchmarkInterestRateRiskItem

object
Maturitynumber(double)

Weighted average maturity of benchmark holdings.

YieldToMaturitynumber(double)

Holding-weighted average yield of all applicable holdings. Ignores the impact of option features such as calls or puts.

ModifiedDurationnumber(double)

Holding-weighted average price sensitivity to interest rate changes, excluding the impact of option features. Expressed in years.

EffectiveDurationnumber(double)

Holding-weighted average price sensitivity to interest rate changes, including the impact of option features. Expressed in years.

WTDCouponnumber(double)
WTDPricenumber(double)
AverageCreditQualitynumber(double)

Morningstar proprietary measure of overall portfolio credit risk, derived from historical default rates associated with each credit rating level.

Example

OutputCreditQuality

object

The percentage of the portfolio’s fixed income holdings assigned to each credit quality rating band.

AsOfDatestring(date-time)

End date of analysis.

Portfolioobject
Show Child Parameters
Benchmarkobject
Show Child Parameters
Example