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
OutputPerformanceReturns
objectReturns data.
TrailingReturnsobject
Annualized trailing returns for the portfolio and benchmark, looking backward from the analysis end date.
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CalendarYearReturnobject
Performance of the portfolio and benchmark over calendar year periods.
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RollingReturnsobject
Rolling return data for the portfolio.
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InvestmentActivityobject
Investment activity data.
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SecurityReturnsobject
Security returns data.
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Example
OutputPerformanceAfterTaxReturns
objectAfter-tax returns data.
OnDistributionAndSalesOfSharesarray[object]
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OnDistributionReturnarray[object]
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Example