OutputGeometricAverageCapitalizationItem
objectValuenumber(double)
Geometric average capitalization value.
Example
OutputInterestRateRisk
objectInterest rate risk data for the portfolio and benchmark.
AsOfDatestring(date-time)
End date of analysis.
Portfolioobject
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Benchmarkobject
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SecurityBreakdownarray[object]
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Example
OutputInterestRateRiskItem
objectMaturitynumber(double)
Weighted average maturity of portfolio holdings.
MaturityPercentAnalyzednumber(double)
Percentage of portfolio maturity analyzed.
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.
EffectiveDurationPercentAnalyzednumber(double)
Percentage of portfolio effective duration analyzed.
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
OutputInterestRateRiskItemSecurity
objectSecurityIdstring
Unique identifier of a security.
InterestRateRiskItemobject
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Example
OutputInvestmentStyle
objectInvestment style data.
AsOfDatestring(date-time)
End date of analysis.
FixedIncomeStyleobject
Fixed income style data.
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EquityStyleobject
Equity style data.
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Example