Measures and the Segments Tree Node and Whole Segments Tree Resources.

The following table details all of the measures that can be supplied by the Segments Tree related resources.

Measures Table

Identifier Name Table Type Data Type
ABMV ABMV ([CUR]) Market Values Real
ABMVLocal ABMV (local) Market Values Real
AccruedInterestEnd Accrued Interest End([CUR]) Market Values Real
AccruedInterestLocalEnd Accrued Interest End(local) Market Values Real
AccruedInterestLocalStart Accrued Interest Start (local) Market Values Real
AccruedInterestStart Accrued Interest Start ([CUR]) Market Values Real
ActiveShare Active Share Stock Weights Real
AdditionalClassification10Code Additional Classification Level 10 Code Additional Classifications String
AdditionalClassification10Name Additional Classification Level 10 Name Additional Classifications String
AdditionalClassification11Code Additional Classification Level 11 Code Additional Classifications String
AdditionalClassification11Name Additional Classification Level 11 Name Additional Classifications String
AdditionalClassification12Code Additional Classification Level 12 Code Additional Classifications String
AdditionalClassification12Name Additional Classification Level 12 Name Additional Classifications String
AdditionalClassification13Code Additional Classification Level 13 Code Additional Classifications String
AdditionalClassification13Name Additional Classification Level 13 Name Additional Classifications String
AdditionalClassification14Code Additional Classification Level 14 Code Additional Classifications String
AdditionalClassification14Name Additional Classification Level 14 Name Additional Classifications String
AdditionalClassification1Code Additional Classification Level 1 Code Additional Classifications String
AdditionalClassification1Name Additional Classification Level 1 Name Additional Classifications String
AdditionalClassification2Code Additional Classification Level 2 Code Additional Classifications String
AdditionalClassification2Name Additional Classification Level 2 Name Additional Classifications String
AdditionalClassification3Code Additional Classification Level 3 Code Additional Classifications String
AdditionalClassification3Name Additional Classification Level 3 Name Additional Classifications String
AdditionalClassification4Code Additional Classification Level 4 Code Additional Classifications String
AdditionalClassification4Name Additional Classification Level 4 Name Additional Classifications String
AdditionalClassification5Code Additional Classification Level 5 Code Additional Classifications String
AdditionalClassification5Name Additional Classification Level 5 Name Additional Classifications String
AdditionalClassification6Code Additional Classification Level 6 Code Additional Classifications String
AdditionalClassification6Name Additional Classification Level 6 Name Additional Classifications String
AdditionalClassification7Code Additional Classification Level 7 Code Additional Classifications String
AdditionalClassification7Name Additional Classification Level 7 Name Additional Classifications String
AdditionalClassification8Code Additional Classification Level 8 Code Additional Classifications String
AdditionalClassification8Name Additional Classification Level 8 Name Additional Classifications String
AdditionalClassification9Code Additional Classification Level 9 Code Additional Classifications String
AdditionalClassification9Name Additional Classification Level 9 Name Additional Classifications String
AdjustedInfoRatioRel Adjusted Information Ratio (Rel.) Statistics Real
AdjustedInfoRatioXS Adjusted Information Ratio (XS) Statistics Real
AdjustedMSquaredAnn Adjusted M-Squared (Ann.) Statistics Real
AdjustedSharpe Adjusted Sharpe Statistics Real
Alpha Alpha Statistics Real
AnnAveToMaxLoss Annualized Average:Max loss Statistics Real
AnnualAlpha Annualized Alpha Statistics Real
AppraisalRatioAnn Appraisal Ratio Ann Statistics Real
ASRM SRM APRA Standard Risk Measure Real
ASRMAnnualFee SRM Annual Fee APRA Standard Risk Measure Real
ASRMAverage Average SRM APRA Standard Risk Measure Real
ASRMExpectedReturn SRM Expected Return APRA Standard Risk Measure Real
ASRMExpectedVolAnnual SRM Expected Volatility Annual ([CUR]) APRA Standard Risk Measure Real
ASRMExpectedVolAnnualPercent SRM % Expected Volatility Annual APRA Standard Risk Measure Real
ASRMInvestmentStyle SRM Investment Style APRA Standard Risk Measure Real
ASRMRiskBand SRM Risk Band APRA Standard Risk Measure Real
ASRMRiskFreeRate SRM Risk Free Rate APRA Standard Risk Measure Real
BearBeta Bear Beta Statistics Real
BearCaptureRatio Bear-Market Capture Ratio Statistics Real
BearCorrelation Bear-Market Correlation Statistics Real
BearCovariance Bear-Market Covariance Statistics Real
BearMeanReturn Bear-Market Mean Return Statistics Real
BenchmarkCode Benchmark Code Classifications String
BenchmarkDescription Benchmark Description Classifications String
BenchmarkName Benchmark Name Classifications String
Beta Beta Statistics Real
BetaTiming Beta Timing Statistics Real
BiasRatio Bias Ratio Statistics Real
BookValueEnd Book Value End ([CUR]) Market Values Real
BookValueLocalEnd Book Value End (local) Market Values Real
BookValueLocalStart Book Value Start (local) Market Values Real
BookValueStart Book Value Start ([CUR]) Market Values Real
BpresenceFlag Benchmark Held for Full Period Weights Real
BullBeta Bull Beta Statistics Real
BullCaptureRatio Bull-Market Capture Ratio Statistics Real
BullCorrelation Bull-Market Correlation Statistics Real
BullCovariance Bull-Market Covariance Statistics Real
BullMeanReturn Bull-Market Mean Return Statistics Real
BurkeRatio Burke Ratio Statistics Real
Calmar Calmar Ratio Statistics Real
CapitalGain Capital Gain ([CUR]) Market Values Real
CapitalGainLocal Capital Gain (local) Market Values Real
Classification1Code Classification 1 Code Classifications String
Classification1Id Classification 1 Id Classifications String
Classification1Name Classification 1 Name Classifications String
Classification2Code Classification 2 Code Classifications String
Classification2Id Classification 2 Id Classifications String
Classification2Name Classification 2 Name Classifications String
Classification3Code Classification 3 Code Classifications String
Classification3Id Classification 3 Id Classifications String
Classification3Name Classification 3 Name Classifications String
ContributionES Contribution to Expected Shortfall Risk Decomposition Real
ContributionEU Contribution to Expected Upside Risk Decomposition Real
ContributionPU Contribution to Potential Gain Risk Decomposition Real
ContributionVar Contribution to Value at Risk Risk Decomposition Real
ContributionVolatility Contribution to Volatility Risk Decomposition Real
ConvexitypEnd Convexity End Risk Numbers Real
ConvexitypStart Convexity Start Risk Numbers Real
Correlation Correlation Statistics Real
Covariance Covariance Statistics Real
CreditSpreadsDown100 Credit Spreads Down 100bps ([CUR]) Fixed Income Risk Real
CreditSpreadsDown100Percent Credit Spreads Down 100bps Fixed Income Risk Real
CreditSpreadsDown50 Credit Spreads Down 50bps ([CUR]) Fixed Income Risk Real
CreditSpreadsDown50Percent Credit Spreads Down 50bps Fixed Income Risk Real
CreditSpreadsDV01 Credit Spreads DV01 ([CUR]) Fixed Income Risk Real
CreditSpreadsDV01Percent Credit Spreads DV01 Fixed Income Risk Real
CreditSpreadsUp100 Credit Spreads Up 100bps ([CUR]) Fixed Income Risk Real
CreditSpreadsUp100Percent Credit Spreads Up 100bps Fixed Income Risk Real
CreditSpreadsUp50 Credit Spreads Up 50bps ([CUR]) Fixed Income Risk Real
CreditSpreadsUp50Percent Credit Spreads Up 50bps Fixed Income Risk Real
Ctb Benchmark Contribution ([CUR]) Contributions Real
CtbAnnual Ann. Benchmark Contribution ([CUR]) Contributions Real
CtbCur Benchmark Currency Contribution ([CUR]) Contributions Real
CtbCurAnnual Ann. Benchmark Currency Contribution ([CUR]) Contributions Real
CtbLocal Benchmark Contribution (Local) Contributions Real
CtbLocalAnnual Ann. Benchmark Contribution (Local) Contributions Real
CtbReconcile Benchmark Reconciliation ([CUR]) Contributions Real
Ctp Contribution ([CUR]) Contributions Real
CTpABS ABS Contribution Fixed Income Contributions Real
CtpAnnual Ann. Contribution ([CUR]) Contributions Real
CtpCapital Capital Contribution ([CUR]) Contributions Real
CtpCapitalAnnual Ann. Capital Contribution ([CUR]) Contributions Real
CtpCapitalLocal Capital Contribution (Local) Contributions Real
CtpCapitalLocalAnnual Ann. Capital Contribution (Local) Contributions Real
CTpCarry Carry Contribution Fixed Income Contributions Real
CtpCashFlow Cashflow Contribution ([CUR]) Contributions Real
CTpConvertible Convertible Contribution Fixed Income Contributions Real
CTpConvexity Convexity Contribution Fixed Income Contributions Real
CtpCur Currency Contribution ([CUR]) Contributions Real
CtpCurAnnual Ann. Currency Contribution ([CUR]) Contributions Real
CtpIncome Income Contribution ([CUR]) Contributions Real
CtpIncomeAnnual Ann. Income Contribution ([CUR]) Contributions Real
CtpIncomeLocal Income Contribution (Local) Contributions Real
CtpIncomeLocalAnnual Ann. Income Contribution (Local) Contributions Real
CTpInflation Inflation Contribution Fixed Income Contributions Real
CTpIRVega IR Vega Contribution Fixed Income Contributions Real
CtpLocal Contribution (Local) Contributions Real
CtpLocalAnnual Ann. Contribution (Local) Contributions Real
CTpNonParallel Non-Parallel Contribution Fixed Income Contributions Real
CTpOther Other Contribution Fixed Income Contributions Real
CTpPrepayment Prepayment Contribution Fixed Income Contributions Real
CTpResidual Residual Contribution Fixed Income Contributions Real
CTpRollDown Roll-Down Contribution Fixed Income Contributions Real
CTpShift Shift Contribution Fixed Income Contributions Real
CTpSpecCarry Specific Carry Contribution Fixed Income Contributions Real
CTpSpread Spread Contribution Fixed Income Contributions Real
CTpStructured Structured Contribution Fixed Income Contributions Real
CTpSystCarry Systematic Carry Contribution Fixed Income Contributions Real
CtpTrading Trading Contribution ([CUR]) Contributions Real
CTpYC Yield Curve Contribution Fixed Income Contributions Real
CtTRR Transparency Reconciliation Contribution ([CUR]) Contributions Real
CtTRRGeom Transparency Reconciliation Contribution ([CUR]) (Geometric) Contributions Real
CurrencyIsoCode Security Currency ISO Code Titles String
CustomSecurityCode Custom Security Code Titles String
DiversificationGrade Diversification Grade Risk Real
DividendYieldEnd Dividend Yield End Equity Risk Numbers Real
DividendYieldStart Dividend Yield Start Equity Risk Numbers Real
DownsidePotential Downside Potential Statistics Real
DownSideRisk Downside Risk Statistics Real
DownSideRiskAnnualised Annualized Downside Risk Statistics Real
DurWpEnd Duration Weight End Risk Numbers Real
DurWpStart Duration Weight Start Risk Numbers Real
EAlloc Allocation Arithmetic Attribution Effects Real
EAllocAnnual Ann. Allocation Arithmetic Attribution Effects Real
EAllocC Currency Allocation ([CUR]) Arithmetic Attribution Effects Real
EAllocLocal Allocation (local) Arithmetic Attribution Effects Real
EAllocLocalAnnual Ann. Allocation (local) Arithmetic Attribution Effects Real
EarningYieldEnd Earnings Yield End Equity Risk Numbers Real
EarningYieldStart Earnings Yield Start Equity Risk Numbers Real
EBenchmarkResidual Benchmark Residual ([CUR]) Arithmetic Attribution Effects Real
ECompoundC Currency Compounding ([CUR]) Arithmetic Attribution Effects Real
EGAlloc Allocation (Geometric) Geometric Attribution Effects Real
EGAllocAnnual Ann. Allocation (Geometric) Geometric Attribution Effects Real
EGAllocC Currency Allocation ([CUR]) (Geometric) Geometric Attribution Effects Real
EGAllocLocal Allocation (local) (Geometric) Geometric Attribution Effects Real
EGAllocLocalAnnual Ann. Allocation (local) (Geometric) Geometric Attribution Effects Real
EGBenchmarkResidual Benchmark Residual ([CUR]) (Geometric) Geometric Attribution Effects Real
EGCompoundC Currency Compounding ([CUR]) (Geometric) Geometric Attribution Effects Real
EGSelec Selection (Geometric) Geometric Attribution Effects Real
EGSelecAnnual Ann. Selection (Geometric) Geometric Attribution Effects Real
EGSelecLocal Selection (local) (Geometric) Geometric Attribution Effects Real
EGSelecLocalAnnual Ann. Selection (local) (Geometric) Geometric Attribution Effects Real
EGSLAlloc Stock Allocation (Geometric) Geometric Stock Level Attribution Effects Real
EGSLAllocAnnual Ann. Stock Allocation (Geometric) Geometric Stock Level Attribution Effects Real
EGSLTiming Stock Timing and Trading (Geometric) Geometric Stock Level Attribution Effects Real
EGSLTimingAnnual Ann. Stock Timing and Trading (Geometric) Geometric Stock Level Attribution Effects Real
EGSLTotal Stock Picking Effect (Geometric) Geometric Stock Level Attribution Effects Real
EGSLTotalAnnual Ann. Stock Picking Effect (Geometric) Geometric Stock Level Attribution Effects Real
EGTimingC Currency Timing ([CUR]) (Geometric) Geometric Attribution Effects Real
EGTotal Total Attribution ([CUR]) (Geometric) Geometric Attribution Effects Real
EGTotalAnnual Ann. Total Attribution ([CUR]) (Geometric) Geometric Attribution Effects Real
EGTotalC Total Currency ([CUR]) (Geometric) Geometric Attribution Effects Real
EGTotalCAnnual Ann. Total Currency ([CUR]) (Geometric) Geometric Attribution Effects Real
EGTotalLocal Total Market (local) (Geometric) Geometric Attribution Effects Real
EGTotalLocalAnnual Ann. Total Market (local) (Geometric) Geometric Attribution Effects Real
EGTotalMCA Total Attribution MC ([CUR]) (Geometric) Geometric Attribution Effects Real
EGTotalMCAAnnual Ann. Total Attribution MC ([CUR]) (Geometric) Geometric Attribution Effects Real
EInter Interaction Arithmetic Attribution Effects Real
EInterAnnual Ann. Interaction Arithmetic Attribution Effects Real
EInterLocal Interaction (local) Arithmetic Attribution Effects Real
EInterLocalAnnual Ann. Interaction (local) Arithmetic Attribution Effects Real
ESelec Selection Arithmetic Attribution Effects Real
ESelecAnnual Ann. Selection Arithmetic Attribution Effects Real
ESelecInter Selection (Incl. Interaction) Arithmetic Attribution Effects Real
ESelecInterAnnual Ann. Selection (Incl. Interaction) Arithmetic Attribution Effects Real
ESelecInterLocal Selection (Incl. Interaction) (local) Arithmetic Attribution Effects Real
ESelecInterLocalAnnual Ann. Selection (Incl. Interaction) (local) Arithmetic Attribution Effects Real
ESelecLocal Selection (local) Arithmetic Attribution Effects Real
ESelecLocalAnnual Ann. Selection (local) Arithmetic Attribution Effects Real
ESLAlloc Stock Allocation Arithmetic Stock Level Attribution Effects Real
ESLAllocAnnual Ann. Stock Allocation Arithmetic Stock Level Attribution Effects Real
ESLAllocLocal Stock Allocation (local) Arithmetic Stock Level Attribution Effects Real
ESLAllocLocalAnnual Ann. Stock Allocation (local) Arithmetic Stock Level Attribution Effects Real
ESLCurrency Stock Currency ([CUR]) Arithmetic Stock Level Attribution Effects Real
ESLCurrencyAnnual Ann. Stock Currency ([CUR]) Arithmetic Stock Level Attribution Effects Real
ESLExclusion Stock Exclusion Effect Arithmetic Stock Level Attribution Effects Real
ESLOffBenchmark Stock Addition Effect Arithmetic Stock Level Attribution Effects Real
ESLOverweight Overweight Stock Effect Arithmetic Stock Level Attribution Effects Real
ESLTiming Stock Timing and Trading Arithmetic Stock Level Attribution Effects Real
ESLTimingAnnual Ann. Stock Timing and Trading Arithmetic Stock Level Attribution Effects Real
ESLTimingLocal Stock Timing and Trading Local Arithmetic Stock Level Attribution Effects Real
ESLTimingLocalAnnual Ann. Stock Timing and Trading Local Arithmetic Stock Level Attribution Effects Real
ESLTotal Stock Picking Effect Arithmetic Stock Level Attribution Effects Real
ESLTotalAnnual Ann. Stock Picking Effect Arithmetic Stock Level Attribution Effects Real
ESLTotalMCA Stock Picking Effect MC Arithmetic Stock Level Attribution Effects Real
ESLTotalMCAAnnual Ann. Stock Picking Effect MC Arithmetic Stock Level Attribution Effects Real
ESLUnderweight Underweight Stock Effect Arithmetic Stock Level Attribution Effects Real
ETimingC Currency Timing ([CUR]) Arithmetic Attribution Effects Real
ETotal Total Attribution ([CUR]) Arithmetic Attribution Effects Real
ETotalAnnual Ann. Total Attribution ([CUR]) Arithmetic Attribution Effects Real
ETotalC Total Currency ([CUR]) Arithmetic Attribution Effects Real
ETotalCAnnual Ann. Total Currency ([CUR]) Arithmetic Attribution Effects Real
ETotalLocal Total Market (local) Arithmetic Attribution Effects Real
ETotalLocalAnnual Ann. Total Market (local) Arithmetic Attribution Effects Real
ETotalMCA Total Attribution MC ([CUR]) Arithmetic Attribution Effects Real
ETotalMCAAnnual Ann. Total Attribution MC ([CUR]) Arithmetic Attribution Effects Real
ExcessKurtosis Excess / Fisher's Kurtosis Statistics Real
ExclusionWeight Exclusion Weight Stock Weights Real
ExpectedShortfall Expected Shortfall ([CUR]) Risk Real
ExpectedShortfallPercent % Expected Shortfall Risk Real
ExpectedUpside Expected Upside ([CUR]) Risk Real
ExpectedUpsidePercent % Expected Upside Risk Real
ExpectedVolatility Expected Volatility ([CUR]) Risk Real
ExpectedVolatilityPercent % Expected Volatility Risk Real
ExPostConditionalSharpe Ex-Post Conditional Sharpe Statistics Real
ExPostExpectedShortfall Ex-Post Expected Shortfall Statistics Real
ExPostExpectedShortfallRel Ex-Post Relative Expected Shortfall Statistics Real
ExPostExpectedUpside Ex-Post Expected Upside Statistics Real
ExPostPotentialUpside Ex-Post Potential Upside Statistics Real
ExPostRachevRatio Ex-Post Rachev Ratio Statistics Real
ExPostVar Ex-Post VaR Statistics Real
ExPostVarRel Ex-Post Relative VaR Statistics Real
FarinelliTibilettiRatio Farinelli-Tibiletti Ratio Statistics Real
Fees Fees ([CUR]) Market Values Real
FeesImpact Fees Impact ([CUR]) Contributions Real
GainsToLosses Gains:Losses Statistics Real
GainsToLossesGeometric Gains:Losses (Geometric) Statistics Real
GrossDeltaAdjustedExposure Gross Delta Adjusted Exposure Risk Exposure Real
GrossExposureEnd Gross Exposure End ([CUR]) Market Values Real
GrossExposureStart Gross Exposure Start ([CUR]) Market Values Real
HalfVariance Half Variance Statistics Real
HedgedctpCur Hedged Currency Contribution ([CUR]) Contributions Real
HedgedWp Hedged Weight Mean Weights Real
HedgedWpBeg Hedged Weight Start Weights Real
HedgedWpEnd Hedged Weight End Weights Real
HurstIndex Hurst Index Statistics Real
Income Income ([CUR]) Market Values Real
IncomeGain Income Gain ([CUR]) Market Values Real
IncomeGainLocal Income Gain (local) Market Values Real
IndexedReturnAtEnd Indexed Return at End Statistics Real
IndexedReturnAtStart Indexed Return at Start Statistics Real
InflationRatesDown100 Inflation Rates Down 100bps ([CUR]) Fixed Income Risk Real
InflationRatesDown100Percent Inflation Rates Down 100bps Fixed Income Risk Real
InflationRatesDown50 Inflation Rates Down 50bps ([CUR]) Fixed Income Risk Real
InflationRatesDown50Percent Inflation Rates Down 50bps Fixed Income Risk Real
InflationRatesDV01 Inflation Rates DV01 ([CUR]) Fixed Income Risk Real
InflationRatesDV01Percent Inflation Rates DV01 Fixed Income Risk Real
InflationRatesUp100 Inflation Rates Up 100bps ([CUR]) Fixed Income Risk Real
InflationRatesUp100Percent Inflation Rates Up 100bps Fixed Income Risk Real
InflationRatesUp50 Inflation Rates Up 50bps ([CUR]) Fixed Income Risk Real
InflationRatesUp50Percent Inflation Rates Up 50bps Fixed Income Risk Real
InfoRatioRel Information ratio (Geometric) Statistics Real
InfoRatioXS Information ratio Statistics Real
InstrumentId Instrument Identifier Internal Titles String
InterestRatesDown100 Interest Rates Down 100bps ([CUR]) Fixed Income Risk Real
InterestRatesDown100Percent Interest Rates Down 100bps Fixed Income Risk Real
InterestRatesDown50 Interest Rates Down 50bps ([CUR]) Fixed Income Risk Real
InterestRatesDown50Percent Interest Rates Down 50bps Fixed Income Risk Real
InterestRatesDV01 Interest Rates DV01 ([CUR]) Fixed Income Risk Real
InterestRatesDV01Percent Interest Rates DV01 Fixed Income Risk Real
InterestRatesUp100 Interest Rates Up 100bps ([CUR]) Fixed Income Risk Real
InterestRatesUp100Percent Interest Rates Up 100bps Fixed Income Risk Real
InterestRatesUp50 Interest Rates Up 50bps ([CUR]) Fixed Income Risk Real
InterestRatesUp50Percent Interest Rates Up 50bps Fixed Income Risk Real
IsinCode ISIN Titles String
IsraelsensMeasure Israelsen's Measure Statistics Real
JarqueBeraTest Jarque Bera Test Statistics Real
JensensAlpha Jensens Alpha Statistics Real
Kappa3 Kappa 3 Statistics Real
Kappa4 Kappa 4 Statistics Real
Kurtosis Kurtosis Statistics Real
LargestUninterruptedDrawdown Largest Uninterrupted Drawdown Statistics Real
Leverage Leverage Mean Weights Real
LeverageBeg Leverage Start Weights Real
LeverageEnd Leverage End Weights Real
LocalPriceEnd End Local Price Market Values Real
LongExposureEnd Long Exposure End ([CUR]) Market Values Real
LongExposureStart Long Exposure Start ([CUR]) Market Values Real
MarginalES % Marginal Expected Shortfall Risk Decomposition Real
MarginalEU % Marginal Expected Upside Risk Decomposition Real
MarginalPU % Marginal Potential Gain Risk Decomposition Real
MarginalVar % Marginal Value at Risk Risk Decomposition Real
MarginalVolatility % Marginal Volatility Risk Decomposition Real
MarketCapEnd Market Cap End (USD) Equity Risk Numbers Real
MarketCapEndLocal Market Cap End ([CUR]) Equity Risk Numbers Real
MarketCapStart Market Cap Start (USD) Equity Risk Numbers Real
MarketCapStartLocal Market Cap Start ([CUR]) Equity Risk Numbers Real
MarketValueComputableAssets Risk Market Value of Covered Securities ([CUR]) Risk Real
MartinRatio Martin Ratio Statistics Real
MaxLoss Maximum Loss Statistics Real
MaxLossRel Maximum Loss, Relative Statistics Real
MDpEnd Modified Duration End Risk Numbers Real
MDpStart Modified Duration Start Risk Numbers Real
MDSpreadpEnd Spread Modified Duration End Risk Numbers Real
MDSpreadpStart Spread Modified Duration Start Risk Numbers Real
MeanAbsoluteDeviation Mean Absolute Deviation Statistics Real
ModifiedSharpe Modified Sharpe Statistics Real
MSquared M-Squared Statistics Real
MSquaredAnn Annualized M-Squared Statistics Real
MSquaredExcessAnn M-Squared Excess Statistics Real
mvChange Market Value Change ([CUR]) Market Values Real
mvEnd Market Value End ([CUR]) Market Values Real
mvEndLocal Market Value End (local) Market Values Real
mvStart Market Value Start ([CUR]) Market Values Real
mvStartLocal Market Value Start (local) Market Values Real
NetCashFlows Net Cash Flows ([CUR]) Market Values Real
NetExposureEnd Net Exposure End ([CUR]) Market Values Real
NetExposureStart Net Exposure Start ([CUR]) Market Values Real
NetTransactions Net Transactions ([CUR]) Market Values Real
NumberOfSubPeriods Number of [SUBPERIODS] Statistics Real
OffBenchmarkWeight Addition Weight Stock Weights Real
OmegaRatio Omega Ratio Statistics Real
OnePeriodHigh Highest [SUBPERIOD] Return Statistics Real
OnePeriodLow Lowest [SUBPERIOD] Return Statistics Real
Overweight Overweight Stock Weights Real
PainRatio Pain Ratio Statistics Real
PandL Profit & Loss ([CUR]) Market Values Real
PandLLocal Profit & Loss (local) Market Values Real
ParentSegment Parent Segment Name Titles String
PBRatioEnd PB Ratio End Equity Risk Numbers Real
PBRatioStart PB Ratio Start Equity Risk Numbers Real
PCFRatioEnd PCF Ratio End Equity Risk Numbers Real
PCFRatioStart PCF Ratio Start Equity Risk Numbers Real
PERatioEnd PE Ratio End Equity Risk Numbers Real
PERatioStart PE Ratio Start Equity Risk Numbers Real
PercentNegativePeriods % Negative [SUBPERIODS] Statistics Real
PercentNegativePeriodsRel Excess % of Negative [SUBPERIODS] Statistics Real
PercentPositivePeriods % Positive [SUBPERIODS] Statistics Real
PercentPositivePeriodsRel Batting Average Statistics Real
PeriodAverage [SUBPERIOD] Return Statistics Real
PeriodInfoRatioRel [SUBPERIOD] Information ratio (Geometric) Statistics Real
PeriodInfoRatioXS [SUBPERIOD] Information ratio Statistics Real
PeriodSharpe [SUBPERIOD] Sharpe Ratio Statistics Real
PeriodSharpeGeo [SUBPERIOD] Sharpe Ratio (Geometric) Statistics Real
PeriodTrackErrRel [SUBPERIOD] Tracking Error (Geometric) Statistics Real
PeriodTrackErrXS [SUBPERIOD] Tracking Error Statistics Real
PeriodTreynor [SUBPERIOD] Treynor Ratio Statistics Real
PotentialUpside Potential Gain ([CUR]) Risk Real
PotentialUpsidePercent % Potential Gain Risk Real
PpresenceFlag Held for Full Period Weights Real
PSRatioEnd PS Ratio End Equity Risk Numbers Real
PSRatioStart PS Ratio Start Equity Risk Numbers Real
Purchases Purchases ([CUR]) Market Values Real
QuantityEnd End Quantity Weights Real
QuantityStart Start Quantity Weights Real
Rb Benchmark Return ([CUR]) Returns Real
RbAnnual Ann. Benchmark Return ([CUR]) Returns Real
RbCur Benchmark Currency Return ([CUR]) Returns Real
RbCurAnnual Ann. Benchmark Currency Return ([CUR]) Returns Real
RbLocal Benchmark Return (Local) Returns Real
RbLocalAnnual Ann. Benchmark Return (Local) Returns Real
RecoveryPeriod Recovery [SUBPERIODS] after Max Loss Statistics Real
RecoveryPeriodRel Recovery [SUBPERIODS] after Max Relative Loss Statistics Real
Redemptions Redemptions ([CUR]) Market Values Real
Rel1PeriodHigh Highest [SUBPERIOD] Relative Return (Geometric) Statistics Real
Rel1PeriodLow Lowest [SUBPERIOD] Relative Return (Geometric) Statistics Real
RelAnnualAverage Annualized Relative Return (Geometric) Statistics Real
RelPeriodAverage Relative Return ([SUBPERIOD] Average) Statistics Real
RelR Relative Return ([CUR]) Returns Real
RelRAnnual Ann. Relative Return ([CUR]) Returns Real
RelReturnAnnIfGtYr Relative Return (Annualized if > 1 Year) (Geometric) Statistics Real
RelRGeom Relative Return (Geometric) ([CUR]) Returns Real
RelRGeomAnnual Ann. Relative Return (Geometric) ([CUR]) Returns Real
RelRGeomLocal Relative Return (Geometric) (Local) Returns Real
RelRGeomLocalAnnual Ann. Relative Return (Geometric) (Local) Returns Real
RelRlocal Relative Return (Local) Returns Real
RelRlocalAnnual Ann. Relative Return (Local) Returns Real
ResidualAssetsEnd Residual Assets End ([CUR]) Market Values Real
ResidualAssetsStart Residual Assets Start ([CUR]) Market Values Real
ReturnAnn Annualized [SUBPERIOD] Return Statistics Real
ReturnAnnIfGtYr Return (Annualized if > 1 Year) Statistics Real
Rfr Risk Free Rate Return Returns Real
RiskAliasCode Risk Alias Code Titles String
RiskExposure Risk Exposure ([CUR]) Risk Real
RiskFreeReturnAnn Annualized Risk Free Return Statistics Real
RiskFreeReturnOut Statistic Risk Free Return Statistics Real
RiskFreeReturnPeriod [SUBPERIOD] Risk Free Return Statistics Real
RiskWeight Risk Weight of Covered Securities (%) Risk Real
Rp Return ([CUR]) Returns Real
RpABS ABS Return Fixed Income Returns Real
RpAnnual Ann. Return ([CUR]) Returns Real
RpCapital Capital Return ([CUR]) Returns Real
RpCapitalAnnual Ann. Capital Return ([CUR]) Returns Real
RpCapitalLocal Capital Return (Local) Returns Real
RpCapitalLocalAnnual Ann. Capital Return (Local) Returns Real
RpCarry Carry Return Fixed Income Returns Real
RpConvertible Convertible Return Fixed Income Returns Real
RpConvexity Convexity Return Fixed Income Returns Real
RpCur Currency Return ([CUR]) Returns Real
RpCurAnnual Ann. Currency Return ([CUR]) Returns Real
rpCustom1 Custom Return 1 ([CUR]) Returns Real
rpCustom10 Custom Return 10 ([CUR]) Returns Real
rpCustom10Annual Ann. Custom Return 10 ([CUR]) Returns Real
rpCustom1Annual Ann. Custom Return 1 ([CUR]) Returns Real
rpCustom2 Custom Return 2 ([CUR]) Returns Real
rpCustom2Annual Ann. Custom Return 2 ([CUR]) Returns Real
rpCustom3 Custom Return 3 ([CUR]) Returns Real
rpCustom3Annual Ann. Custom Return 3 ([CUR]) Returns Real
rpCustom4 Custom Return 4 ([CUR]) Returns Real
rpCustom4Annual Ann. Custom Return 4 ([CUR]) Returns Real
rpCustom5 Custom Return 5 ([CUR]) Returns Real
rpCustom5Annual Ann. Custom Return 5 ([CUR]) Returns Real
rpCustom6 Custom Return 6 ([CUR]) Returns Real
rpCustom6Annual Ann. Custom Return 6 ([CUR]) Returns Real
rpCustom7 Custom Return 7 ([CUR]) Returns Real
rpCustom7Annual Ann. Custom Return 7 ([CUR]) Returns Real
rpCustom8 Custom Return 8 ([CUR]) Returns Real
rpCustom8Annual Ann. Custom Return 8 ([CUR]) Returns Real
rpCustom9 Custom Return 9 ([CUR]) Returns Real
rpCustom9Annual Ann. Custom Return 9 ([CUR]) Returns Real
rpDerivedCur Derived Currency Return ([CUR]) Returns Real
RpDerivedCurAnnual Ann. Derived Currency Return ([CUR]) Returns Real
RpDisplay Display Return ([CUR]) Returns Real
RpGain Short-Adjusted Return ([CUR]) Returns Real
rpGross Gross Return ([CUR]) Returns Real
rpGrossAnnual Ann. Gross Return ([CUR]) Returns Real
RpIncome Income Return ([CUR]) Returns Real
RpIncomeAnnual Ann. Income Return ([CUR]) Returns Real
RpIncomeLocal Income Return (Local) Returns Real
RpIncomeLocalAnnual Ann. Income Return (Local) Returns Real
RpInflation Inflation Return Fixed Income Returns Real
RpIRVega IR Vega Return Fixed Income Returns Real
RpLocal Return (Local) Returns Real
RpLocalAnnual Ann. Return (Local) Returns Real
RpLocalGain Short-Adjusted Return (Local) Returns Real
RpNonParallel Non-Parallel Return Fixed Income Returns Real
RpOther Other Return Fixed Income Returns Real
RpPrepayment Prepayment Return Fixed Income Returns Real
RpResidual Residual Return Fixed Income Returns Real
RpRolldown Roll-Down Return Fixed Income Returns Real
RpShift Shift Return Fixed Income Returns Real
RpSpecCarry Specific Carry Return Fixed Income Returns Real
RpSpread Spread Return Fixed Income Returns Real
RpStructured Structured Return Fixed Income Returns Real
RpSystCarry Systematic Carry Return Fixed Income Returns Real
RpTrueLocal True Local Return (local) Returns Real
RpTrueLocalAnnual Ann. True Return (Local) Returns Real
RpYC Yield Curve Return Fixed Income Returns Real
RSquared R-Squared Statistics Real
Sales Sales ([CUR]) Market Values Real
SecurityId Security Identifier Internal Titles String
SegmentSortOrder Segment Sort Order Classifications String
SharpeRatio Sharpe Ratio Statistics Real
SharpeRatioGeo Sharpe Ratio (Geometric) Statistics Real
ShortExposureEnd Short Exposure End ([CUR]) Market Values Real
ShortExposureStart Short Exposure Start ([CUR]) Market Values Real
Skewness Skewness Statistics Real
SortinoRatio [SUBPERIOD] Sortino Ratio Statistics Real
SortinoRatioAnnualised Sortino Ratio Statistics Real
SpreadPEnd Spread End Risk Numbers Real
SpreadPStart Spread Start Risk Numbers Real
StandardError Standard Error Statistics Real
StdDevAnn Annualized Volatility Statistics Real
StdDevPeriod [SUBPERIOD] Volatility Statistics Real
SterlingRatio Sterling Ratio Statistics Real
StressTest10Cash Stress Test 10 - Cash Risk Stress Test Real
StressTest10Percent Stress Test 10 - Percent Risk Stress Test Real
StressTest11Cash Stress Test 11 - Cash Risk Stress Test Real
StressTest11Percent Stress Test 11 - Percent Risk Stress Test Real
StressTest12Cash Stress Test 12 - Cash Risk Stress Test Real
StressTest12Percent Stress Test 12 - Percent Risk Stress Test Real
StressTest1Cash Stress Test 1 - Cash Risk Stress Test Real
StressTest1Percent Stress Test 1 - Percent Risk Stress Test Real
StressTest2Cash Stress Test 2 - Cash Risk Stress Test Real
StressTest2Percent Stress Test 2 - Percent Risk Stress Test Real
StressTest3Cash Stress Test 3 - Cash Risk Stress Test Real
StressTest3Percent Stress Test 3 - Percent Risk Stress Test Real
StressTest4Cash Stress Test 4 - Cash Risk Stress Test Real
StressTest4Percent Stress Test 4 - Percent Risk Stress Test Real
StressTest5Cash Stress Test 5 - Cash Risk Stress Test Real
StressTest5Percent Stress Test 5 - Percent Risk Stress Test Real
StressTest6Cash Stress Test 6 - Cash Risk Stress Test Real
StressTest6Percent Stress Test 6 - Percent Risk Stress Test Real
StressTest7Cash Stress Test 7 - Cash Risk Stress Test Real
StressTest7Percent Stress Test 7 - Percent Risk Stress Test Real
StressTest8Cash Stress Test 8 - Cash Risk Stress Test Real
StressTest8Percent Stress Test 8 - Percent Risk Stress Test Real
StressTest9Cash Stress Test 9 - Cash Risk Stress Test Real
StressTest9Percent Stress Test 9 - Percent Risk Stress Test Real
Subscriptions Subscriptions ([CUR]) Market Values Real
TestedBeta Beta (Tested) Statistics Real
TestedCorrelation Correlation (Tested) Statistics Real
TrackingErrorRel Tracking Error (Geometric) Statistics Real
TrackingErrorXS Tracking Error Statistics Real
TreynorRatio Treynor Ratio Statistics Real
TStatBeta2 T-stat (Beta-2) Statistics Real
TStatCorrel2 T-stat (Correlation-2) Statistics Real
TTMpEnd Time to Maturity End Risk Numbers Real
TTMpStart Time to Maturity Start Risk Numbers Real
UlcerIndex Ulcer Index Statistics Real
UncoveredSecuritiesCount Number of Uncovered Securities Risk Real
Underweight Underweight Stock Weights Real
unHedgedctpCur Unhedged Currency Contribution ([CUR]) Contributions Real
unHedgedWp Unhedged Weight Mean Weights Real
unHedgedWpBeg Unhedged Weight Start Weights Real
unHedgedWpEnd Unhedged Weight End Weights Real
UpsidePotential Upside Potential Statistics Real
UpsidePotentialRatio Upside PotentialRatio Statistics Real
ValueAtRisk Value at Risk ([CUR]) Risk Real
ValueAtRiskPercent % Value at Risk Risk Real
ValueAtRiskPercentDrift % Daily Drift of Value at Risk Risk Real
Variance Variance Statistics Real
Wb Benchmark Weight Mean Weights Real
WbBeg Benchmark Weight Start Weights Real
WBegOver Excess Weight Start Weights Real
WbEnd Benchmark Weight End Weights Real
WeightedTransactions Weighted Transactions ([CUR]) Market Values Real
WeightedTransactionsLocal Weighted Transactions (local) Market Values Real
WeightInCommon Weight in Common Stock Weights Real
WEndOver Excess Weight End Weights Real
WOver Excess Weight Mean Weights Real
Wp Weight Mean Weights Real
WpAbsolute Absolute Weight Mean Weights Real
WpAbsoluteBeg Absolute Weight Start Weights Real
WpAbsoluteEnd Absolute Weight End Weights Real
WpBeg Weight Start Weights Real
WpEnd Weight End Weights Real
WpGross Gross Weight Mean Weights Real
WpGrossBeg Gross Weight Start Weights Real
WpGrossEnd Gross Weight End Weights Real
XS1PeriodHigh Highest [SUBPERIOD] Relative Return Statistics Real
XS1PeriodLow Lowest [SUBPERIOD] Relative Return Statistics Real
XSAnnualAverage Annualized Relative Return Statistics Real
XSPeriodAverage Relative [SUBPERIOD] Return Statistics Real
XSReturnAnnIfGtYr Relative Return (Annualized if > 1 Year) Statistics Real
YTMpEnd Yield to Maturity End Risk Numbers Real
YTMpStart Yield to Maturity Start Risk Numbers Real

Notes:-

  1. In the Name, [CUR] represents the portfolio analysis's currency code (e.g. "USD").
  2. In the Name, [SUBPERIOD] represents "Weekly", "Monthly" or "Quarterly".
  3. In the Name, [SUBPERIODS] represents "Weekly Returns", "Monthly Returns" or "Quarterly Returns".
  4. The Data Type indicates the type of a measure's values: real number, integer or string. Any measure value may be null, regardless of data type. Consult the resource's media type documentation to see how null values are indicated in representations of the resource.