Measures and the Interactive Risk Analysis Resource.

The following table details all of the measures that can be supplied by the Interactive Risk Analysis resource.

Measures Table

Identifier Name Table Type Data Type Has Security Level Has Total Level Uses Target Max Segment Levels Exp Weighting Compatible Mandatory Parameter
Date Date ExpectedDistribution Date No Yes No 0 No
Value.Cash P&L ExpectedDistribution Real No Yes Yes 0 No
Value.Pc P&L % ExpectedDistribution Real No Yes Yes 0 No
AussieBondFuturesNPV Aussie Bond Futures NPV PortfolioDrillDown Real Yes No No 0 No
AveragePotentialUpside.Cash Average Potential Gain PortfolioDrillDown Real No Yes Yes 0 Yes
AveragePotentialUpside.EffectAlloc.Cash Relative Average Potential Gain Allocation Effect PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectAlloc.PcTotal Relative Average Potential Gain Allocation Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectCur.Cash Relative Average Potential Gain Currency Effect PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectCur.PcTotal Relative Average Potential Gain Currency Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectInterac.Cash Relative Average Potential Gain Interaction Effect PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectInterac.PcTotal Relative Average Potential Gain Interaction Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectLocalFxAlloc.Cash Relative Average Potential Gain Allocation Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectLocalFxAlloc.PcTotal Relative Average Potential Gain Allocation Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectLocalFxInterac.Cash Relative Average Potential Gain Interaction Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectLocalFxInterac.PcTotal Relative Average Potential Gain Interaction Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectLocalFxSel.Cash Relative Average Potential Gain Selection Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectLocalFxSel.PcTotal Relative Average Potential Gain Selection Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectSel.Cash Relative Average Potential Gain Selection Effect PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.EffectSel.PcTotal Relative Average Potential Gain Selection Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AveragePotentialUpside.Pc Average Potential Gain (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
AveragePotentialUpside.PcTotal Average Potential Gain (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
AverageVar.Cash Average VaR PortfolioDrillDown Real No Yes Yes 0 Yes
AverageVar.EffectAlloc.Cash Relative Average VaR Allocation Effect PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectAlloc.PcTotal Relative Average VaR Allocation Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectCur.Cash Relative Average VaR Currency Effect PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectCur.PcTotal Relative Average VaR Currency Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectInterac.Cash Relative Average VaR Interaction Effect PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectInterac.PcTotal Relative Average VaR Interaction Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectLocalFxAlloc.Cash Relative Average VaR Allocation Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectLocalFxAlloc.PcTotal Relative Average VaR Allocation Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectLocalFxInterac.Cash Relative Average VaR Interaction Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectLocalFxInterac.PcTotal Relative Average VaR Interaction Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectLocalFxSel.Cash Relative Average VaR Selection Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectLocalFxSel.PcTotal Relative Average VaR Selection Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectSel.Cash Relative Average VaR Selection Effect PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.EffectSel.PcTotal Relative Average VaR Selection Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
AverageVar.Pc Average VaR (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
AverageVar.PcTotal Average VaR (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
Classification1Id Classification 1 Id PortfolioDrillDown Integer Yes No No 0 No
Classification1Name Classification 1 Name PortfolioDrillDown String Yes No No 0 No
Classification1Sort Classification 1 Sort PortfolioDrillDown Integer Yes No No 0 No
Classification2Id Classification 2 Id PortfolioDrillDown Integer Yes No No 0 No
Classification2Name Classification 2 Name PortfolioDrillDown String Yes No No 0 No
Classification2Sort Classification 2 Sort PortfolioDrillDown Integer Yes No No 0 No
Classification3Id Classification 3 Id PortfolioDrillDown Integer Yes No No 0 No
Classification3Name Classification 3 Name PortfolioDrillDown String Yes No No 0 No
Classification3Sort Classification 3 Sort PortfolioDrillDown Integer Yes No No 0 No
ClassificationId Classification Id PortfolioDrillDown Integer No No No 3 No
ConfidenceInterval Confidence Interval PortfolioDrillDown Real No Yes No 0 No
ConfidenceIntervalPc Confidence Interval (%) PortfolioDrillDown Real No Yes No 0 No
CoveredSecuritiesCount Number of Covered Securities PortfolioDrillDown Real No Yes Yes 0 No
DiversificationGrade Diversification Grade PortfolioDrillDown Real No Yes Yes 0 Yes
ExpectedDistDate Expected Distribution Single Day Date PortfolioDrillDown Date Yes Yes Yes 3 No dayOffset
ExpectedDistPandL.Cash Expected Distribution Single Day P&L PortfolioDrillDown Real Yes Yes Yes 3 No dayOffset
ExpectedDistPandL.Pc Expected Distribution Single Day P&L (%) PortfolioDrillDown Real Yes Yes Yes 3 No dayOffset
ExpectedDistPandL.PcTotal Expected Distribution Single Day P&L (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No dayOffset
ExpectedLoss.Cash Expected Loss PortfolioDrillDown Real No Yes Yes 0 Yes
ExpectedLoss.Pc Expected Loss (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedLoss.PcTotal Expected Loss (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedReturn.Cash Expected Return PortfolioDrillDown Real No Yes Yes 0 Yes
ExpectedReturn.Pc Expected Return (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedReturn.PcTotal Expected Return (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Cash Expected Shortfall PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Cash.Local Expected Shortfall (Local) PortfolioDrillDown Real Yes No Yes 0 Yes
ExpectedShortfall.Contribution.Cash Contribution to Expected Shortfall PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Contribution.Pc Contribution to Expected Shortfall (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Contribution.PcOfTotalValue Contribution to Expected Shortfall (% of Total Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Contribution.PcOfValue Contribution to Expected Shortfall (% of Element Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.EffectAlloc.Cash Relative Expected Shortfall Allocation Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectAlloc.PcTotal Relative Expected Shortfall Allocation Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectCur.Cash Relative Expected Shortfall Currency Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectCur.PcTotal Relative Expected Shortfall Currency Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectInterac.Cash Relative Expected Shortfall Interaction Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectInterac.PcTotal Relative Expected Shortfall Interaction Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectLocalFxAlloc.Cash Relative Expected Shortfall Allocation Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectLocalFxAlloc.PcTotal Relative Expected Shortfall Allocation Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectLocalFxInterac.Cash Relative Expected Shortfall Interaction Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectLocalFxInterac.PcTotal Relative Expected Shortfall Interaction Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectLocalFxSel.Cash Relative Expected Shortfall Selection Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectLocalFxSel.PcTotal Relative Expected Shortfall Selection Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectSel.Cash Relative Expected Shortfall Selection Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.EffectSel.PcTotal Relative Expected Shortfall Selection Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedShortfall.Marginal.Cash Marginal Expected Shortfall PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Marginal.Pc Marginal Expected Shortfall (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Pc Expected Shortfall (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.Pc.Local Expected Shortfall (Local, %) PortfolioDrillDown Real Yes No Yes 0 Yes
ExpectedShortfall.PcTotal Expected Shortfall (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedShortfall.PcTotal.Local Expected Shortfall (Local % of Total) PortfolioDrillDown Real Yes No Yes 0 Yes
ExpectedUpside.Cash Expected Upside PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.Cash.Local Expected Upside (Local) PortfolioDrillDown Real Yes No Yes 0 Yes
ExpectedUpside.Contribution.Cash Contribution to Expected Upside PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.Contribution.Pc Contribution to Expected Upside (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.Contribution.PcOfTotalValue Contribution to Expected Upside (% of Total Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.Contribution.PcOfValue Contribution to Expected Upside (% of Element Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.EffectAlloc.Cash Relative Expected Upside Allocation Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectAlloc.PcTotal Relative Expected Upside Allocation Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectCur.Cash Relative Expected Upside Currency Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectCur.PcTotal Relative Expected Upside Currency Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectInterac.Cash Relative Expected Upside Interaction Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectInterac.PcTotal Relative Expected Upside Interaction Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectLocalFxAlloc.Cash Relative Expected Upside Allocation Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectLocalFxAlloc.PcTotal Relative Expected Upside Allocation Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectLocalFxInterac.Cash Relative Expected Upside Interaction Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectLocalFxInterac.PcTotal Relative Expected Upside Interaction Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectLocalFxSel.Cash Relative Expected Upside Selection Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectLocalFxSel.PcTotal Relative Expected Upside Selection Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectSel.Cash Relative Expected Upside Selection Effect PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.EffectSel.PcTotal Relative Expected Upside Selection Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
ExpectedUpside.Marginal.Cash Marginal Expected Upside PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.Marginal.Pc Marginal Expected Upside (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.Pc Expected Upside (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.Pc.Local Expected Upside (Local %) PortfolioDrillDown Real Yes No Yes 0 Yes
ExpectedUpside.PcTotal Expected Upside (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ExpectedUpside.PcTotal.Local Expected Upside (Local % of Total) PortfolioDrillDown Real Yes No Yes 0 Yes
ExponentialDecay Exponential Decay PortfolioDrillDown Real No Yes No 0 Yes
Frequency Expected Distribution Frequency PortfolioDrillDown Integer No Yes No 0 No
FullNominalExposure Full Nominal Exposure PortfolioDrillDown Real Yes Yes Yes 3 No
FullNominalExposure.Local Full Nominal Exposure (Local) PortfolioDrillDown Real Yes Yes Yes 3 No
FxRate Exchange Rate PortfolioDrillDown Real Yes No Yes 0 No
History History PortfolioDrillDown Integer No Yes No 0 No
Horizon Horizon PortfolioDrillDown Integer No Yes No 0 No
Id Id PortfolioDrillDown String Yes Yes No 3 No
InstrumentId Instrument Id PortfolioDrillDown Integer Yes No No 0 No
IsLeafLevel Is Leaf Level? PortfolioDrillDown Boolean Yes Yes No 3 No
IsLiquid Is Cash? PortfolioDrillDown Boolean Yes No No 0 No
IsSecurityLevel Is Security Level? PortfolioDrillDown Boolean Yes Yes No 3 No
LiqRiskBidAsk.Cash Liquidity Risk Bid-Ask PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskBidAsk.Ctr Liquidity Risk Bid-Ask Contribution PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskBidAsk.Pc Liquidity Risk Bid-Ask (%) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskBidAsk.PcTotal Liquidity Risk Bid-Ask (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskMarketCap.Cash Liquidity Risk Market Cap PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskMarketCap.Ctr Liquidity Risk Market Cap Contribution PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskMarketCap.Pc Liquidity Risk Market Cap (%) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskMarketCap.PcTotal Liquidity Risk Market Cap (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskNominal.Cash Liquidity Risk Nominal PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskNominal.Ctr Liquidity Risk Nominal Contribution PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskNominal.Pc Liquidity Risk Nominal (%) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskNominal.PcTotal Liquidity Risk Nominal (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPcOwned.Cash Liquidity Risk %-Owned PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPcOwned.Ctr Liquidity Risk %-Owned Contribution PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPcOwned.Pc Liquidity Risk %-Owned (%) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPcOwned.PcTotal Liquidity Risk %-Owned (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPricer.Cash Liquidity Risk Pricer PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPricer.Ctr Liquidity Risk Pricer Contribution PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPricer.Pc Liquidity Risk Pricer (%) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskPricer.PcTotal Liquidity Risk Pricer (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskTotal.Cash Liquidity Risk Total PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskTotal.Ctr Liquidity Risk Total Contribution PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskTotal.Pc Liquidity Risk Total (%) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
LiqRiskTotal.PcTotal Liquidity Risk Total (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No liquidityScenario
MarketValueCoveredPc Market Value Covered % PortfolioDrillDown Real No Yes Yes 0 No
Name Name PortfolioDrillDown String Yes Yes No 3 No
ParentId Parent Id PortfolioDrillDown String Yes Yes No 3 No
PotentialUpside.Cash Potential Gain PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Cash.Local Potential Gain (Local) PortfolioDrillDown Real Yes No Yes 0 Yes
PotentialUpside.Contribution.Cash Contribution to Potential Gain PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Contribution.Pc Contribution to Potential Gain (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Contribution.PcOfTotalValue Contribution to Potential Gain (% of Total Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Contribution.PcOfValue Contribution to Potential Gain (% of Element Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Marginal.Cash Marginal Potential Gain PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Marginal.Pc Marginal Potential Gain (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Pc Potential Gain (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.Pc.Local Potential Gain (Local %) PortfolioDrillDown Real Yes No Yes 0 Yes
PotentialUpside.PcTotal Potential Gain (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
PotentialUpside.PcTotal.Local Potential Gain (Local % of Total) PortfolioDrillDown Real Yes No Yes 0 Yes
Price Price PortfolioDrillDown Real Yes No Yes 0 No
PriceCurrency Price Currency Code PortfolioDrillDown String Yes No Yes 0 No
Quantity Quantity PortfolioDrillDown Real Yes No Yes 0 No
RiskApiMaxDate Risk Api Max Date PortfolioDrillDown Date No Yes No 0 No
RiskApiTimestamp Risk Api Timestamp PortfolioDrillDown DateTime No Yes No 0 No
RiskDatabaseCurrency Risk Database Currency Code PortfolioDrillDown String Yes No Yes 0 No
RiskEnabled Risk Enabled? PortfolioDrillDown Boolean Yes No Yes 0 No
RiskExposure Risk Exposure of Covered Securities PortfolioDrillDown Real Yes Yes Yes 3 No
RiskExposure.Local Risk Exposure of Covered Securities (Local) PortfolioDrillDown Real Yes Yes Yes 3 No
RiskExposureAllAssets Risk Exposure inc. Uncovered Securities PortfolioDrillDown Real Yes Yes Yes 3 No
RiskExposureAllAssets.Local Risk Exposure inc. Uncovered Securities (Local) PortfolioDrillDown Real Yes Yes Yes 3 No
RiskFactorsUpdatedDate Risk Factors Updated Date PortfolioDrillDown Date No Yes No 0 No
RiskInternalDescription Risk Internal Description PortfolioDrillDown String Yes No Yes 0 No
RiskMarketValueAllAssets Risk Market Value inc. Uncovered Securities PortfolioDrillDown Real Yes Yes Yes 3 No
RiskMarketValueAllAssets.Local Risk Market Value inc. Uncovered Securities (Local) PortfolioDrillDown Real Yes Yes Yes 3 No
RiskMarketValueComputableAssets Risk Market Value of Covered Securities PortfolioDrillDown Real Yes Yes Yes 3 No
RiskMarketValueComputableAssets.Local Risk Market Value of Covered Securities (Local) PortfolioDrillDown Real Yes Yes Yes 3 No
RiskPricer Risk Pricer PortfolioDrillDown String Yes No Yes 0 No
RiskWeightAllAssets Risk Weight inc. Uncovered Securities (%) PortfolioDrillDown Real Yes Yes Yes 3 No
RiskWeightComputableAssets Risk Weight of Covered Securities (%) PortfolioDrillDown Real Yes Yes Yes 3 No
SecuritiesCount Number of Securities PortfolioDrillDown Real No Yes Yes 0 No
SecurityId Security Id PortfolioDrillDown Integer Yes No No 0 No
SecurityInstrumentCombination Security Instrument Combination PortfolioDrillDown String Yes No No 0 No
SecurityRiskCode Security Risk API Code PortfolioDrillDown String Yes No No 0 No
SecurityRiskIsin Security Risk ISIN Code PortfolioDrillDown String Yes No No 0 No
SegmentLevel Segment Level PortfolioDrillDown Integer Yes Yes No 3 No
SegmentSortOrder Sort Order PortfolioDrillDown Integer Yes Yes No 3 No
StressValue.Cash Stress Test Value Change PortfolioDrillDown Real Yes Yes Yes 3 No stressTestCode
StressValue.Pc Stress Test Value Change (%) PortfolioDrillDown Real Yes Yes Yes 3 No stressTestCode
StressValue.PcTotal Stress Test Value Change (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 No stressTestCode
UncoveredSecuritiesCount Number of Uncovered Securities PortfolioDrillDown Real No Yes Yes 0 No
ValueAtRisk.Cash VaR PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Cash.Local VaR (Local) PortfolioDrillDown Real Yes No Yes 0 Yes
ValueAtRisk.Contribution.Cash Contribution to VaR PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Contribution.Pc Contribution to VaR (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Contribution.PcOfTotalValue Contribution to VaR (% of Total Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Contribution.PcOfValue Contribution to VaR (% of Element Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Marginal.Cash Marginal VaR PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Marginal.Pc Marginal VaR (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Pc VaR (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.Pc.Local VaR (Local, %) PortfolioDrillDown Real Yes No Yes 0 Yes
ValueAtRisk.PcTotal VaR (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
ValueAtRisk.PcTotal.Local VaR (Local % of Total) PortfolioDrillDown Real Yes No Yes 0 Yes
Volatility.Cash Expected Volatility PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.Cash.Local Expected Volatility (Local) PortfolioDrillDown Real Yes No Yes 0 Yes
Volatility.Contribution.Cash Contribution to Expected Volatility PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.Contribution.Pc Contribution to Expected Volatility (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.Contribution.PcOfTotalValue Contribution to Expected Volatility (% of Total Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.Contribution.PcOfValue Contribution to Expected Volatility (% of Element Value) PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.EffectAlloc.Cash Expected Tracking Error Allocation Effect PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectAlloc.PcTotal Expected Tracking Error Allocation Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectCur.Cash Expected Tracking Error Currency Effect PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectCur.PcTotal Expected Tracking Error Currency Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectInterac.Cash Expected Tracking Error Interaction Effect PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectInterac.PcTotal Expected Tracking Error Interaction Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectLocalFxAlloc.Cash Expected Tracking Error Allocation Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectLocalFxAlloc.PcTotal Expected Tracking Error Allocation Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectLocalFxInterac.Cash Expected Tracking Error Interaction Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectLocalFxInterac.PcTotal Expected Tracking Error Interaction Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectLocalFxSel.Cash Expected Tracking Error Selection Effect (Local) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectLocalFxSel.PcTotal Expected Tracking Error Selection Effect (Local % of Total) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectSel.Cash Expected Tracking Error Selection Effect PortfolioDrillDown Real No Yes No 1 Yes
Volatility.EffectSel.PcTotal Expected Tracking Error Selection Effect (% of Total) PortfolioDrillDown Real No Yes No 1 Yes
Volatility.Marginal.Cash Marginal Expected Volatility PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.Marginal.Pc Marginal Expected Volatility (%) PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.Pc Expected Volatility (% of Element) PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.Pc.Local Expected Volatility (Local %) PortfolioDrillDown Real Yes No Yes 0 Yes
Volatility.PcTotal Expected Volatility (% of Total) PortfolioDrillDown Real Yes Yes Yes 3 Yes
Volatility.PcTotal.Local Expected Volatility (Local % of Total) PortfolioDrillDown Real Yes No Yes 0 Yes
WarningCurrencyMismatch Warning Currency Mismatch? PortfolioDrillDown Boolean Yes No Yes 0 No
WarningExcluded Warning Excluded? PortfolioDrillDown Boolean Yes No Yes 0 No
WarningNoPrices Warning No Prices? PortfolioDrillDown Boolean Yes No Yes 0 No
WarningNotComputable Warning Not Computable? PortfolioDrillDown Boolean Yes No Yes 0 No
WarningPriceIsEstimated Warning Price Is Estimated? PortfolioDrillDown Boolean Yes No Yes 0 No
AveragePotentialUpside.Contribution.Cash Contribution to Average Potential Gain RiskFactorDecomposition Real No Yes Yes 5 Yes
AveragePotentialUpside.Contribution.Pc Contribution to Average Potential Gain (%) RiskFactorDecomposition Real No Yes Yes 5 Yes
AveragePotentialUpside.Contribution.PcOfTotalValue Contribution to Average Potential Gain (% of Total Value) RiskFactorDecomposition Real No Yes Yes 5 Yes
AveragePotentialUpside.Contribution.Residual.Cash Cash Residual for Average Potential Gain RiskFactorDecomposition Real No Yes Yes 0 Yes
AverageVar.Contribution.Cash Contribution to Average VaR RiskFactorDecomposition Real No Yes Yes 5 Yes
AverageVar.Contribution.Pc Contribution to Average VaR (%) RiskFactorDecomposition Real No Yes Yes 5 Yes
AverageVar.Contribution.PcOfTotalValue Contribution to Average VaR (% of Total Value) RiskFactorDecomposition Real No Yes Yes 5 Yes
AverageVar.Contribution.Residual.Cash Cash Residual for Average VaR RiskFactorDecomposition Real No Yes Yes 0 Yes
ExpectedShortfall.Contribution.Cash Contribution to Expected Shortfall RiskFactorDecomposition Real No Yes Yes 5 Yes
ExpectedShortfall.Contribution.Pc Contribution to Expected Shortfall (%) RiskFactorDecomposition Real No Yes Yes 5 Yes
ExpectedShortfall.Contribution.PcOfTotalValue Contribution to Expected Shortfall (% of Total Value) RiskFactorDecomposition Real No Yes Yes 5 Yes
ExpectedShortfall.Contribution.Residual.Cash Cash Residual for Expected Shortfall RiskFactorDecomposition Real No Yes Yes 5 Yes
ExpectedUpside.Contribution.Cash Contribution to Expected Upside RiskFactorDecomposition Real No Yes Yes 5 Yes
ExpectedUpside.Contribution.Pc Contribution to Expected Upside (%) RiskFactorDecomposition Real No Yes Yes 5 Yes
ExpectedUpside.Contribution.PcOfTotalValue Contribution to Expected Upside (% of Total Value) RiskFactorDecomposition Real No Yes Yes 5 Yes
ExpectedUpside.Contribution.Residual.Cash Cash Residual for Expected Upside RiskFactorDecomposition Real No Yes Yes 0 Yes
Id Id RiskFactorDecomposition String No Yes No 0 No
IsLeafLevel Is Leaf Level? RiskFactorDecomposition Boolean Yes Yes No 3 No
IsRiskFactorLevel Is Risk Factor Level? RiskFactorDecomposition Boolean Yes Yes No 3 No
Name Name RiskFactorDecomposition String No Yes No 0 No
ParentCode Parent Id RiskFactorDecomposition String No Yes No 0 No
ParentId Parent Id RiskFactorDecomposition String Yes Yes No 3 No
PotentialUpside.Contribution.Cash Contribution to Potential Gain RiskFactorDecomposition Real No Yes Yes 5 Yes
PotentialUpside.Contribution.Pc Contribution to Potential Gain (%) RiskFactorDecomposition Real No Yes Yes 5 Yes
PotentialUpside.Contribution.PcOfTotalValue Contribution to Potential Gain (% of Total Value) RiskFactorDecomposition Real No Yes Yes 5 Yes
PotentialUpside.Contribution.Residual.Cash Cash Residual for Potential Gain RiskFactorDecomposition Real No Yes Yes 0 Yes
RiskFactorCode Risk Factor Code RiskFactorDecomposition String No Yes No 0 No
SegmentLevel Segment Level RiskFactorDecomposition Integer No Yes No 0 No
SegmentSortOrder Sort Order RiskFactorDecomposition Integer Yes Yes No 3 No
ValueAtRisk.Contribution.Cash Contribution to VaR RiskFactorDecomposition Real No Yes Yes 5 Yes
ValueAtRisk.Contribution.Pc Contribution to VaR (%) RiskFactorDecomposition Real No Yes Yes 5 Yes
ValueAtRisk.Contribution.PcOfTotalValue Contribution to VaR (% of Total Value) RiskFactorDecomposition Real No Yes Yes 5 Yes
ValueAtRisk.Contribution.Residual.Cash Cash Residual for VaR RiskFactorDecomposition Real No Yes Yes 0 Yes