OutputProfitabilityItemSecurity
objectSecurityIdstring
Unique identifier of a security.
ProfitabilityItemobject
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Example
OutputRiskCalenderYearItem
objectidstring
Calendar year identifier.
CalenderYearDrawdownItemobject
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Example
OutputRiskCaptureRatio
objectCapture ratio data showing portfolio performance relative to the benchmark in up and down markets.
AsOfDatestring(date-time)
End date of analysis.
Portfolioobject
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Example
OutputRiskCaptureRatioItem
objectDownsideobject
Downside capture ratio — the portfolio’s percentage capture of benchmark returns during periods when the benchmark was negative.
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Upsideobject
Upside capture ratio — the portfolio’s percentage capture of benchmark returns during periods when the benchmark was positive.
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Example
OutputRiskCorrelatedItemKey
objectCorrelatedItemKeyIdinteger(int32)
Typestring
Indicates whether the correlated item is a portfolio or an individual security.
Allowed values:PortfolioSecurity
Valuenumber(double)
Correlation coefficient between this item and the referenced item.
Example