Portfolio X-Ray API

OutputAssetAllocationSecurity

object
SecurityIdstring

Unique identifier of a security.

Analyzednumber(double)

Percentage of security analyzed.

NotAnalyzednumber(double)

Percentage of security not analyzed.

AssetClassarray[object]
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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
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Benchmarkobject
Show Child Parameters
Example

OutputCreditQualityItem

object
AAAnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

AAnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

Anumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

BBBnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

BBnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

Bnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

BelowBnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

NotRatednumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

Example