Page Comparison

• Query performance / return data on portfolio level for a given period used to produce

  • PO001: Performance Overview - reporting frequency & YTD

  • PO005: Performance Overivew - rolling

  • PO003: Cumulated performance chart

  • etc.

• contains monthly (and optionally daily) returns

  • for portfolio and benchmark

  • for all available return types (gross, net, ?)

• cumulation over time (monthly → quarterly, YTD, ITD etc.) or rather de-cumulating index values to monhtly / quarterly returns

• alignment of data frequencies (monthly ITD history with daily for more current periods)

• relative return calculation for different return types

• formatting of returns (in %, in bps)

The following rules should be adhered to by any response and will be checked when consuming a response:

• All data returned has to respect the requested period: no data earlier than startDate, no (daily) data later than endDate

• No gaps are allowed in the years and months arrays (only daily array can have gaps for weekends/holidays)

• (Year, Month, Day) has to be a valid date (e.g. no 31. of april)

• all return data (years, months, days) should be sorted in the chronological order

• if ordered with "includeBenchmark", "bmIndexStart" has to be provided and all indexed return objects have to provide a "bmIndex" value

• the interface should respond with a valid file for any period starting earliest at PortfolioMasterData.performanceMeasurementStartDate and ending with the most current date (delivered by future data availability calls)

• if ordered with "includeDailyReturns" all and only the months buckets beginning with the month of PortfolioMasterData.dailyPerformanceStartDate to the endDate should provide daily return data.

/portfolio/returns

portfolioId*

string

The id of the portfolio (or consolidation) in the data source

string (date)

The start date of the period for which return data is requested

string (date)

The end date of the period for which return data is requested

boolean (default: false)

Response to include daily return data (where available)

boolean (default: false)

Response to include benchmark return data

string

parameter to query data of the portfolio measured against another benchmark

/portfolio/returns?portfolioId=E0002&startDate=2011-04-01&endDate=2019-03-31

• used to produce instrument returns tables and charts (MA001, MA003, MA004)

• Same consistency rules as for PortfolioReturns

/instrument/returns

startDate

string (date)

The start date the reporting is produced for

string (date)

The end date the reporting is produced for

string[]

The list of instruments the return series should be generated

boolean (default: false)

Response to include daily return data (where available)

/instrument/returns?startDate=2019-01-01&endDate=2019-03-31&instrumentIds=FTSEEUR,SWIIT,SF0003M