---
title: "OutputRiskDrawdown"
url: "https://developer-beta.morningstar.com/apis/portfolio-xray-api/versions/4c9879bf-1def-4f49-adea-5a04cd02e29e/schemas/OutputRiskDrawdown"
---

> Full API specification: https://developer-beta.morningstar.com/apis/portfolio-xray-api/versions/4c9879bf-1def-4f49-adea-5a04cd02e29e.md

# OutputRiskDrawdown

Drawdown data for the portfolio.

## OpenAPI definition

```yaml
openapi: 3.1.0
info:
  title: Portfolio X-Ray API
  version: "1.0"
servers:
  - url: https://www.us-api.morningstar.com
    description: Americas Production
  - url: https://www.apac-api.morningstar.com
    description: APAC Production
  - url: https://www.emea-api.morningstar.com
    description: EMEA Production
components:
  schemas:
    OutputRiskPortfolio:
      description: Portfolio drawdown data across overall, time period, and calendar
        year views.
      type: object
      properties:
        PortfolioDrawdownItem:
          $ref: "#/components/schemas/OutputRiskDrawdownItem"
        TimePeriods:
          type: array
          items:
            $ref: "#/components/schemas/OutputRiskTimePeriods"
        CalendarYear:
          type: array
          items:
            $ref: "#/components/schemas/OutputRiskCalenderYearItem"
    OutputRiskDrawdownItem:
      type: object
      properties:
        MaxDrawdown:
          type: number
          format: double
          description: Peak-to-trough decline over the measurement period, expressed as a
            percentage.
        NoOfPeriods:
          type: integer
          format: int32
          description: Number of periods in the drawdown.
        PeakDate:
          type: string
          format: date-time
          description: Date at which the maximum drawdown began.
        ValleyDate:
          type: string
          format: date-time
          description: Date at which the maximum drawdown ended.
        UpPercent:
          type: number
          format: double
          description: Number of periods the portfolio outperformed the benchmark when the
            benchmark was up, divided by total up-benchmark periods.
        DownPercent:
          type: number
          format: double
          description: Number of periods the portfolio outperformed the benchmark when the
            benchmark was down, divided by total down-benchmark periods.
    OutputRiskTimePeriods:
      type: object
      properties:
        id:
          type: string
          description: Time period identifier.
          enum:
            - Month3
            - Month6
            - Year1
            - Year2
            - Year3
            - Year5
            - Year10
        DrawdownItem:
          $ref: "#/components/schemas/OutputRiskDrawdownItem"
    OutputRiskCalenderYearItem:
      type: object
      properties:
        id:
          type: string
          description: Calendar year identifier.
        CalenderYearDrawdownItem:
          $ref: "#/components/schemas/OutputRiskDrawdownItem"
    OutputRiskDrawdown:
      description: Drawdown data for the portfolio.
      type: object
      properties:
        AsOfDate:
          type: string
          format: date-time
          description: End date of analysis.
        Portfolio:
          $ref: "#/components/schemas/OutputRiskPortfolio"
```