The following table details all of the measures that can be supplied by the time series related resources.
Identifier | Name | Category | Data Type | Compoundable |
---|---|---|---|---|
ABMV | ABMV ([CUR]) | Market Values | Real | No |
EABS | ABS | Fixed Income Attribution Effects | Real | Yes |
CTpABS | ABS Contribution | Fixed Income Contributions | Real | Yes |
RpABS | ABS Return | Fixed Income Returns | Real | Yes |
WpAbsoluteEnd | Absolute Weight End | Weights | Real | Yes |
WpAbsolute | Absolute Weight Mean | Weights | Real | Yes |
WpAbsoluteBeg | Absolute Weight Start | Weights | Real | Yes |
AccruedInterestEnd | Accrued Interest End ([CUR]) | Market Values | Real | Yes |
AccruedInterestStart | Accrued Interest Start ([CUR]) | Market Values | Real | Yes |
ActiveShare | Active Share | Stock Weights | Real | Yes |
OffBenchmarkWeight | Addition Weight | Stock Weights | Real | Yes |
AdjustmentDeltapEnd | Adjustment Delta End | Risk Numbers | Real | Yes |
AdjustmentDeltapStart | Adjustment Delta Start | Risk Numbers | Real | Yes |
EAlloc | Allocation | Arithmetic Attribution Effects | Real | Yes |
EGAlloc | Allocation (Geometric) | Geometric Attribution Effects | Real | Yes |
EAllocLocal | Allocation (local) | Arithmetic Attribution Effects | Real | Yes |
EGAllocLocal | Allocation (local) (Geometric) | Geometric Attribution Effects | Real | Yes |
ESLTotalLocalAnnual | Ann. Stock Picking Effect (local) | Arithmetic Stock Level Attribution Effects | Real | Yes |
Shiftp | Average Curve Shift | Risk Numbers | Real | Yes |
CTbABS | Benchmark ABS Contribution | Fixed Income Contributions | Real | Yes |
RbABS | Benchmark ABS Return | Fixed Income Returns | Real | Yes |
AdjustmentDeltabEnd | Benchmark Adjustment Delta End | Risk Numbers | Real | Yes |
AdjustmentDeltabStart | Benchmark Adjustment Delta Start | Risk Numbers | Real | Yes |
BondOutstandingNominalbEnd | Benchmark Bond Nominal Outstanding End | Risk Numbers | Real | Yes |
BondOutstandingNominalbStart | Benchmark Bond Nominal Outstanding Start | Risk Numbers | Real | Yes |
CTbCarry | Benchmark Carry Contribution | Fixed Income Contributions | Real | Yes |
CTbCarryInflation | Benchmark Carry Inflation Contribution | Fixed Income Contributions | Real | Yes |
RbCarryInflation | Benchmark Carry Inflation Return | Fixed Income Returns | Real | Yes |
RbCarry | Benchmark Carry Return | Fixed Income Returns | Real | Yes |
CTbResidualCommodity | Benchmark Commodity Contribution | Fixed Income Contributions | Real | Yes |
RbResidualCommodity | Benchmark Commodity Return | Fixed Income Returns | Real | Yes |
Ctb | Benchmark Contribution ([CUR]) | Contributions | Real | Yes |
CtbLocal | Benchmark Contribution (Local) | Contributions | Real | Yes |
CTbConvergence | Benchmark Convergence Contribution | Fixed Income Contributions | Real | Yes |
RbConvergence | Benchmark Convergence Return | Fixed Income Returns | Real | Yes |
CTbConvertible | Benchmark Convertible Contribution | Fixed Income Contributions | Real | Yes |
RbConvertible | Benchmark Convertible Return | Fixed Income Returns | Real | Yes |
CTbConvexity | Benchmark Convexity Contribution | Fixed Income Contributions | Real | Yes |
ConvexitybEnd | Benchmark Convexity End | Risk Numbers | Real | Yes |
RbConvexity | Benchmark Convexity Return | Fixed Income Returns | Real | Yes |
ConvexitybStart | Benchmark Convexity Start | Risk Numbers | Real | Yes |
CTbCoupon | Benchmark Coupon Contribution | Fixed Income Contributions | Real | Yes |
CDerivBEnd | Benchmark Coupon Derivative End | Risk Numbers | Real | Yes |
CDerivBStart | Benchmark Coupon Derivative Start | Risk Numbers | Real | Yes |
CouponbEnd | Benchmark Coupon End | Risk Numbers | Real | Yes |
RbCoupon | Benchmark Coupon Return | Fixed Income Returns | Real | Yes |
CouponbStart | Benchmark Coupon Start | Risk Numbers | Real | Yes |
CtbCur | Benchmark Currency Contribution ([CUR]) | Contributions | Real | Yes |
RbCur | Benchmark Currency Return ([CUR]) | Returns | Real | Yes |
CTbDistressed | Benchmark Distressed Contribution | Fixed Income Contributions | Real | Yes |
RbDistressed | Benchmark Distressed Return | Fixed Income Returns | Real | Yes |
DurCTbEnd | Benchmark Duration Contribution End | Fixed Income Contributions | Real | Yes |
DurCTbStart | Benchmark Duration Contribution Start | Fixed Income Contributions | Real | Yes |
DurWbEnd | Benchmark Duration Weight End | Weights | Real | Yes |
DurWbStart | Benchmark Duration Weight Start | Weights | Real | Yes |
MDbEnd | Benchmark Effective Duration End | Risk Numbers | Real | Yes |
MDbStart | Benchmark Effective Duration Start | Risk Numbers | Real | Yes |
CtbEquity | Benchmark Equity Contribution | Fixed Income Contributions | Real | Yes |
RbEquity | Benchmark Equity Return | Fixed Income Returns | Real | Yes |
UnitaryExpectedLossbEnd | Benchmark Expected Loss 1 Year End | Risk Numbers | Real | Yes |
UnitaryExpectedLossbStart | Benchmark Expected Loss 1 Year Start | Risk Numbers | Real | Yes |
CTbFXCarry | Benchmark FX Carry Contribution | Fixed Income Contributions | Real | Yes |
RbFXCarry | Benchmark FX Carry Return | Fixed Income Returns | Real | Yes |
CTbFXPremium | Benchmark FX Premium Contribution | Fixed Income Contributions | Real | Yes |
RbFXPremium | Benchmark FX Premium Return | Fixed Income Returns | Real | Yes |
BpresenceFlag | Benchmark Held for Full Period | Weights | Real | Yes |
CTbInflation | Benchmark Inflation Contribution | Fixed Income Contributions | Real | Yes |
InflationPriceFactorbEnd | Benchmark Inflation Price Factor End | Risk Numbers | Real | Yes |
InflationPriceFactorbStart | Benchmark Inflation Price Factor Start | Risk Numbers | Real | Yes |
RbInflation | Benchmark Inflation Return | Fixed Income Returns | Real | Yes |
CTbIRVega | Benchmark IR Vega Contribution | Fixed Income Contributions | Real | Yes |
RbIRVega | Benchmark IR Vega Return | Fixed Income Returns | Real | Yes |
MarketCapBEnd | Benchmark Market Cap End | Weights | Real | Yes |
MarketCapBStart | Benchmark Market Cap Start | Weights | Real | Yes |
CtbMisalignment | Benchmark Misalignment Contribution | Fixed Income Contributions | Real | Yes |
RbMisalignment | Benchmark Misalignment Return | Fixed Income Returns | Real | Yes |
CtbMissingRiskNumbers | Benchmark Missing Risk Number Contribution | Fixed Income Contributions | Real | Yes |
RbMissingRiskNumbers | Benchmark Missing Risk Number Return | Fixed Income Returns | Real | Yes |
CTbNonParallel | Benchmark Non-Parallel Shift Contribution | Fixed Income Contributions | Real | Yes |
RbNonParallel | Benchmark Non-Parallel Shift Return | Fixed Income Returns | Real | Yes |
CtbNotFixedIncome | Benchmark Not Fixed Income Contribution | Fixed Income Contributions | Real | Yes |
RbNotFixedIncome | Benchmark Not Fixed Income Return | Fixed Income Returns | Real | Yes |
CTbOther | Benchmark Other Contribution | Fixed Income Contributions | Real | Yes |
RbOther | Benchmark Other Return | Fixed Income Returns | Real | Yes |
CTbShift | Benchmark Parallel Shift Contribution | Fixed Income Contributions | Real | Yes |
RbShift | Benchmark Parallel Shift Return | Fixed Income Returns | Real | Yes |
CtbNotHeld | Benchmark Partial Period Contribution | Fixed Income Contributions | Real | Yes |
RbNotHeld | Benchmark Partial Period Return | Fixed Income Returns | Real | Yes |
CTbPrepayment | Benchmark Prepayment Contribution | Fixed Income Contributions | Real | Yes |
RbPrepayment | Benchmark Prepayment Return | Fixed Income Returns | Real | Yes |
CTbPriceLocal | Benchmark Price Contribution (Local) | Fixed Income Contributions | Real | Yes |
RbPriceLocal | Benchmark Price Return (Local) | Fixed Income Returns | Real | Yes |
DefaultProbabilitybEnd | Benchmark Probability of Default 1 Year End | Risk Numbers | Real | Yes |
DefaultProbabilitybStart | Benchmark Probability of Default 1 Year Start | Risk Numbers | Real | Yes |
CtbReconcile | Benchmark Reconciliation ([CUR]) | Contributions | Real | Yes |
FittedYTMbChange | Benchmark Reference Yield to Maturity Change | Risk Numbers | Real | Yes |
FittedYTMbEnd | Benchmark Reference Yield to Maturity End | Risk Numbers | Real | Yes |
FittedYTMbEndMS | Benchmark Reference Yield to Maturity End (Roll-Down) | Risk Numbers | Real | Yes |
FittedYTMbStart | Benchmark Reference Yield to Maturity Start | Risk Numbers | Real | Yes |
EBenchmarkResidual | Benchmark Residual ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
EGBenchmarkResidual | Benchmark Residual ([CUR]) (Geometric) | Geometric Attribution Effects | Real | Yes |
CTbResidual | Benchmark Residual Contribution | Fixed Income Contributions | Real | Yes |
RbResidual | Benchmark Residual Return | Fixed Income Returns | Real | Yes |
Rb | Benchmark Return ([CUR]) | Returns | Real | Yes |
RbLocal | Benchmark Return (Local) | Returns | Real | Yes |
CTbRollDown | Benchmark Roll-Down Contribution | Fixed Income Contributions | Real | Yes |
RbRolldown | Benchmark Roll-Down Return | Fixed Income Returns | Real | Yes |
CTbSpecCarry | Benchmark Specific Carry Contribution | Fixed Income Contributions | Real | Yes |
RbSpecCarry | Benchmark Specific Carry Return | Fixed Income Returns | Real | Yes |
SpreadbChange | Benchmark Spread Change | Risk Numbers | Real | Yes |
CTbSpread | Benchmark Spread Contribution | Fixed Income Contributions | Real | Yes |
DurSpreadCTbEnd | Benchmark Spread Duration Contribution End | Fixed Income Contributions | Real | Yes |
DurSpreadCTbStart | Benchmark Spread Duration Contribution Start | Fixed Income Contributions | Real | Yes |
MDSpreadbEnd | Benchmark Spread Duration End | Risk Numbers | Real | Yes |
MDSpreadbStart | Benchmark Spread Duration Start | Risk Numbers | Real | Yes |
DurSpreadWbEnd | Benchmark Spread Duration Weight End | Weights | Real | Yes |
DurSpreadWbStart | Benchmark Spread Duration Weight Start | Weights | Real | Yes |
SpreadbEnd | Benchmark Spread End | Risk Numbers | Real | Yes |
RbSpread | Benchmark Spread Return | Fixed Income Returns | Real | Yes |
SpreadbStart | Benchmark Spread Start | Risk Numbers | Real | Yes |
CTbStructured | Benchmark Structured Contribution | Fixed Income Contributions | Real | Yes |
RbStructured | Benchmark Structured Return | Fixed Income Returns | Real | Yes |
CTbSystCarry | Benchmark Systematic Carry Contribution | Fixed Income Contributions | Real | Yes |
RbSystCarry | Benchmark Systematic Carry Return | Fixed Income Returns | Real | Yes |
TDerivBEnd | Benchmark Time Derivative End | Risk Numbers | Real | Yes |
TDerivBStart | Benchmark Time Derivative Start | Risk Numbers | Real | Yes |
TTMbEnd | Benchmark Time to Maturity End | Risk Numbers | Real | Yes |
TTMbStart | Benchmark Time to Maturity Start | Risk Numbers | Real | Yes |
TNCbEnd | Benchmark Time to Next Coupon End | Risk Numbers | Real | Yes |
TNCbStart | Benchmark Time to Next Coupon Start | Risk Numbers | Real | Yes |
CTbTradingLocal | Benchmark Trading Contribution (Local) | Fixed Income Contributions | Real | Yes |
RbTradingLocal | Benchmark Trading Return (Local) | Fixed Income Returns | Real | Yes |
UnadjMDSpreadbEnd | Benchmark Unadjusted Spread Duration End | Risk Numbers | Real | Yes |
UnadjMDSpreadbStart | Benchmark Unadjusted Spread Duration Start | Risk Numbers | Real | Yes |
UnadjYTMbEnd | Benchmark Unadjusted Yield to Maturity End | Risk Numbers | Real | Yes |
UnadjYTMbStart | Benchmark Unadjusted Yield to Maturity Start | Risk Numbers | Real | Yes |
CtbUnknown | Benchmark Unknown/Other Asset Class Contribution | Fixed Income Contributions | Real | Yes |
RbUnknown | Benchmark Unknown/Other Asset Class Return | Fixed Income Returns | Real | Yes |
CTbResidualVix | Benchmark VIX Contribution | Fixed Income Contributions | Real | Yes |
RbResidualVix | Benchmark VIX Return | Fixed Income Returns | Real | Yes |
WbChange | Benchmark Weight Change | Weights | Real | Yes |
WbEnd | Benchmark Weight End | Weights | Real | Yes |
Wb | Benchmark Weight Mean | Weights | Real | Yes |
WbBeg | Benchmark Weight Start | Weights | Real | Yes |
CTbYC | Benchmark Yield Curve Contribution | Fixed Income Contributions | Real | Yes |
RbYC | Benchmark Yield Curve Return | Fixed Income Returns | Real | Yes |
YTMbChange | Benchmark Yield to Maturity Change | Risk Numbers | Real | Yes |
YTMbEnd | Benchmark Yield to Maturity End | Risk Numbers | Real | Yes |
YTMbStart | Benchmark Yield to Maturity Start | Risk Numbers | Real | Yes |
BondOutstandingNominalpEnd | Bond Nominal Outstanding End | Risk Numbers | Real | Yes |
BondOutstandingNominalpStart | Bond Nominal Outstanding Start | Risk Numbers | Real | Yes |
BookValueEnd | Book Value End ([CUR]) | Market Values | Real | Yes |
BookValueStart | Book Value Start ([CUR]) | Market Values | Real | Yes |
CtpCapital | Capital Contribution ([CUR]) | Contributions | Real | Yes |
CtpCapitalLocal | Capital Contribution (Local) | Contributions | Real | Yes |
CapitalGain | Capital Gain ([CUR]) | Market Values | Real | Yes |
RpCapital | Capital Return ([CUR]) | Returns | Real | Yes |
RpCapitalLocal | Capital Return (Local) | Returns | Real | Yes |
ECarry | Carry | Fixed Income Attribution Effects | Real | Yes |
CTpCarry | Carry Contribution | Fixed Income Contributions | Real | Yes |
ECarryInflation | Carry Inflation | Fixed Income Attribution Effects | Real | Yes |
CTpCarryInflation | Carry Inflation Contribution | Fixed Income Contributions | Real | Yes |
RpCarryInflation | Carry Inflation Return | Fixed Income Returns | Real | Yes |
RpCarry | Carry Return | Fixed Income Returns | Real | Yes |
CtpCashFlow | Cashflow Contribution ([CUR]) | Contributions | Real | Yes |
dt | Change in Time (Years) | Risk Numbers | Real | Yes |
mvCleanEnd | Clean Market Value End ([CUR]) | Market Values | Real | Yes |
mvCleanEndLocal | Clean Market Value End (local) | Market Values | Real | Yes |
mvCleanStart | Clean Market Value Start ([CUR]) | Market Values | Real | Yes |
mvCleanStartLocal | Clean Market Value Start (local) | Market Values | Real | Yes |
EResidualCommodity | Commodity | Fixed Income Attribution Effects | Real | Yes |
CTpResidualCommodity | Commodity Contribution | Fixed Income Contributions | Real | Yes |
RpResidualCommodity | Commodity Return | Fixed Income Returns | Real | Yes |
Ctp | Contribution ([CUR]) | Contributions | Real | Yes |
CtpLocal | Contribution (Local) | Contributions | Real | Yes |
rpContribution | Contribution Return ([CUR]) | Returns | Real | Yes |
EConvergence | Convergence | Fixed Income Attribution Effects | Real | Yes |
CTpConvergence | Convergence Contribution | Fixed Income Contributions | Real | Yes |
RpConvergence | Convergence Return | Fixed Income Returns | Real | Yes |
EConvertible | Convertible | Fixed Income Attribution Effects | Real | Yes |
CTpConvertible | Convertible Contribution | Fixed Income Contributions | Real | Yes |
RpConvertible | Convertible Return | Fixed Income Returns | Real | Yes |
EConvexity | Convexity | Fixed Income Attribution Effects | Real | Yes |
CTpConvexity | Convexity Contribution | Fixed Income Contributions | Real | Yes |
ConvexitypEnd | Convexity End | Risk Numbers | Real | Yes |
RpConvexity | Convexity Return | Fixed Income Returns | Real | Yes |
ConvexitypStart | Convexity Start | Risk Numbers | Real | Yes |
ECoupon | Coupon | Fixed Income Attribution Effects | Real | Yes |
CTpCoupon | Coupon Contribution | Fixed Income Contributions | Real | Yes |
CDerivPEnd | Coupon Derivative End | Risk Numbers | Real | Yes |
CDerivPStart | Coupon Derivative Start | Risk Numbers | Real | Yes |
CouponPEnd | Coupon End | Risk Numbers | Real | Yes |
RpCoupon | Coupon Return | Fixed Income Returns | Real | Yes |
CouponPStart | Coupon Start | Risk Numbers | Real | Yes |
EAllocC | Currency Allocation ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
EGAllocC | Currency Allocation ([CUR]) (Geometric) | Geometric Attribution Effects | Real | Yes |
ECompoundC | Currency Compounding ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
EGCompoundC | Currency Compounding ([CUR]) (Geometric) | Geometric Attribution Effects | Real | Yes |
CtpCur | Currency Contribution ([CUR]) | Contributions | Real | Yes |
RpCur | Currency Return ([CUR]) | Returns | Real | Yes |
ETimingC | Currency Timing ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
EGTimingC | Currency Timing ([CUR]) (Geometric) | Geometric Attribution Effects | Real | Yes |
rpCustom1 | Custom Return 1 ([CUR]) | Returns | Real | Yes |
rpCustom10 | Custom Return 10 ([CUR]) | Returns | Real | Yes |
rpCustom2 | Custom Return 2 ([CUR]) | Returns | Real | Yes |
rpCustom3 | Custom Return 3 ([CUR]) | Returns | Real | Yes |
rpCustom4 | Custom Return 4 ([CUR]) | Returns | Real | Yes |
rpCustom5 | Custom Return 5 ([CUR]) | Returns | Real | Yes |
rpCustom6 | Custom Return 6 ([CUR]) | Returns | Real | Yes |
rpCustom7 | Custom Return 7 ([CUR]) | Returns | Real | Yes |
rpCustom8 | Custom Return 8 ([CUR]) | Returns | Real | Yes |
rpCustom9 | Custom Return 9 ([CUR]) | Returns | Real | Yes |
rpDerivedCur | Derived Currency Return ([CUR]) | Returns | Real | Yes |
RpDisplay | Display Return ([CUR]) | Returns | Real | Yes |
EDistressed | Distressed | Fixed Income Attribution Effects | Real | Yes |
CTpDistressed | Distressed Contribution | Fixed Income Contributions | Real | Yes |
RpDistressed | Distressed Return | Fixed Income Returns | Real | Yes |
DividendYieldEnd | Dividend Yield End | Equity Risk Numbers | Real | Yes |
DividendYieldStart | Dividend Yield Start | Equity Risk Numbers | Real | Yes |
DurCTpEnd | Duration Contribution End | Fixed Income Contributions | Real | Yes |
DurCTpStart | Duration Contribution Start | Fixed Income Contributions | Real | Yes |
DurWpEnd | Duration Weight End | Weights | Real | Yes |
DurWpStart | Duration Weight Start | Weights | Real | Yes |
EarningYieldEnd | Earnings Yield End | Equity Risk Numbers | Real | Yes |
EarningYieldStart | Earnings Yield Start | Equity Risk Numbers | Real | Yes |
CtTRR | Effect Transparency Reconciliation ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
MDpEnd | Effective Duration End | Risk Numbers | Real | Yes |
MDpStart | Effective Duration Start | Risk Numbers | Real | Yes |
EEquity | Equity | Fixed Income Attribution Effects | Real | Yes |
CtpEquity | Equity Contribution | Fixed Income Contributions | Real | Yes |
RpEquity | Equity Return | Fixed Income Returns | Real | Yes |
WEndOver | Excess Weight End | Weights | Real | Yes |
WOver | Excess Weight Mean | Weights | Real | Yes |
WBegOver | Excess Weight Start | Weights | Real | Yes |
ExclusionWeight | Exclusion Weight | Stock Weights | Real | Yes |
UnitaryExpectedLosspEnd | Expected Loss 1 Year End | Risk Numbers | Real | Yes |
UnitaryExpectedLosspStart | Expected Loss 1 Year Start | Risk Numbers | Real | Yes |
Fees | Fees ([CUR]) | Market Values | Real | Yes |
FeesImpact | Fees Impact ([CUR]) | Contributions | Real | Yes |
EFXCarry | FX Carry | Fixed Income Attribution Effects | Real | Yes |
CTpFXCarry | FX Carry Contribution | Fixed Income Contributions | Real | Yes |
RpFXCarry | FX Carry Return | Fixed Income Returns | Real | Yes |
FXCarryYieldCur | FX Carry Yield in ([CUR]) | Fixed Income Returns | Real | Yes |
FXCarryYieldLocal | FX Carry Yield in local currency | Fixed Income Returns | Real | Yes |
EFXPremium | FX Premium | Fixed Income Attribution Effects | Real | Yes |
CTpFXPremium | FX Premium Contribution | Fixed Income Contributions | Real | Yes |
RpFXPremium | FX Premium Return | Fixed Income Returns | Real | Yes |
GrossExposureEnd | Gross Exposure End ([CUR]) | Market Values | Real | Yes |
GrossExposureStart | Gross Exposure Start ([CUR]) | Market Values | Real | Yes |
rpGrossPrice | Gross Price Return ([CUR]) | Returns | Real | Yes |
rpGross | Gross Return ([CUR]) | Returns | Real | Yes |
WpGrossEnd | Gross Weight End | Weights | Real | Yes |
WpGross | Gross Weight Mean | Weights | Real | Yes |
WpGrossBeg | Gross Weight Start | Weights | Real | Yes |
HedgedctbCur | Hedged Benchmark Currency Contribution ([CUR]) | Contributions | Real | Yes |
HedgedWbEnd | Hedged Benchmark Weight End | Weights | Real | Yes |
HedgedWb | Hedged Benchmark Weight Mean | Weights | Real | Yes |
HedgedWbBeg | Hedged Benchmark Weight Start | Weights | Real | Yes |
HedgedctpCur | Hedged Currency Contribution ([CUR]) | Contributions | Real | Yes |
HedgedWpEnd | Hedged Weight End | Weights | Real | Yes |
HedgedWp | Hedged Weight Mean | Weights | Real | Yes |
HedgedWpBeg | Hedged Weight Start | Weights | Real | Yes |
PpresenceFlag | Held for Full Period | Weights | Real | Yes |
Income | Income ([CUR]) | Market Values | Real | Yes |
CtpIncome | Income Contribution ([CUR]) | Contributions | Real | Yes |
CtpIncomeLocal | Income Contribution (Local) | Contributions | Real | Yes |
IncomeGain | Income Gain ([CUR]) | Market Values | Real | Yes |
RpIncome | Income Return ([CUR]) | Returns | Real | Yes |
RpIncomeLocal | Income Return (Local) | Returns | Real | Yes |
EInflation | Inflation | Fixed Income Attribution Effects | Real | Yes |
CTpInflation | Inflation Contribution | Fixed Income Contributions | Real | Yes |
InflationPriceFactorPEnd | Inflation Price Factor End | Risk Numbers | Real | Yes |
InflationPriceFactorPStart | Inflation Price Factor Start | Risk Numbers | Real | Yes |
RpInflation | Inflation Return | Fixed Income Returns | Real | Yes |
EInter | Interaction | Arithmetic Attribution Effects | Real | Yes |
EInterLocal | Interaction (local) | Arithmetic Attribution Effects | Real | Yes |
EIRVega | IR Vega | Fixed Income Attribution Effects | Real | Yes |
CTpIRVega | IR Vega Contribution | Fixed Income Contributions | Real | Yes |
RpIRVega | IR Vega Return | Fixed Income Returns | Real | Yes |
LatestContinuousRb | Latest Continuous Benchmark Return | Returns | Real | Yes |
LatestContinuousRp | Latest Continuous Return | Returns | Real | Yes |
LeverageEnd | Leverage End | Weights | Real | Yes |
Leverage | Leverage Mean | Weights | Real | Yes |
LeverageBeg | Leverage Start | Weights | Real | Yes |
LongExposureEnd | Long Exposure End ([CUR]) | Market Values | Real | Yes |
LongExposureStart | Long Exposure Start ([CUR]) | Market Values | Real | Yes |
MarketCapEndLocal | Market Cap End ([CUR]) | Equity Risk Numbers | Real | Yes |
MarketCapEnd | Market Cap End (USD) | Equity Risk Numbers | Real | Yes |
MarketCapStartLocal | Market Cap Start ([CUR]) | Equity Risk Numbers | Real | Yes |
MarketCapStart | Market Cap Start (USD) | Equity Risk Numbers | Real | Yes |
mvChange | Market Value Change ([CUR]) | Market Values | Real | Yes |
mvEnd | Market Value End ([CUR]) | Market Values | Real | Yes |
mvEndLocal | Market Value End (local) | Market Values | Real | Yes |
mvStart | Market Value Start ([CUR]) | Market Values | Real | Yes |
mvStartLocal | Market Value Start (local) | Market Values | Real | Yes |
mvStartIncNetTransactions | Market Value Start Including Net Transactions ([CUR]) | Market Values | Real | Yes |
EMisalignment | Misalignment | Fixed Income Attribution Effects | Real | Yes |
CtpMisalignment | Misalignment Contribution | Fixed Income Contributions | Real | Yes |
RpMisalignment | Misalignment Return | Fixed Income Returns | Real | Yes |
EMissingRiskNumbers | Missing Risk Number | Fixed Income Attribution Effects | Real | Yes |
CtpMissingRiskNumbers | Missing Risk Number Contribution | Fixed Income Contributions | Real | Yes |
RpMissingRiskNumbers | Missing Risk Number Return | Fixed Income Returns | Real | Yes |
NetCashFlows | Net Cash Flows ([CUR]) | Market Values | Real | Yes |
NetExposureEnd | Net Exposure End ([CUR]) | Market Values | Real | Yes |
NetExposureStart | Net Exposure Start ([CUR]) | Market Values | Real | Yes |
rpNetPrice | Net Price Return ([CUR]) | Returns | Real | Yes |
NetTransactions | Net Transactions ([CUR]) | Market Values | Real | Yes |
NetTransactionsLocal | Net Transactions (Local) | Market Values | Real | Yes |
ENonParallel | Non-Parallel Shift | Fixed Income Attribution Effects | Real | Yes |
CTpNonParallel | Non-Parallel Shift Contribution | Fixed Income Contributions | Real | Yes |
RpNonParallel | Non-Parallel Shift Return | Fixed Income Returns | Real | Yes |
ENotFixedIncome | Not Fixed Income | Fixed Income Attribution Effects | Real | Yes |
CtpNotFixedIncome | Not Fixed Income Contribution | Fixed Income Contributions | Real | Yes |
RpNotFixedIncome | Not Fixed Income Return | Fixed Income Returns | Real | Yes |
NumberOfSharesEnd | Number of Shares End | Market Values | Real | Yes |
NumberOfSharesStart | Number of Shares Start | Market Values | Real | Yes |
EOther | Other | Fixed Income Attribution Effects | Real | Yes |
CTpOther | Other Contribution | Fixed Income Contributions | Real | Yes |
RpOther | Other Return | Fixed Income Returns | Real | Yes |
Overweight | Overweight | Stock Weights | Real | Yes |
ESLOverweight | Overweight Stock Effect | Arithmetic Stock Level Attribution Effects | Real | Yes |
ESLOverweightLocal | Overweight Stock Effect (local) | Arithmetic Stock Level Attribution Effects | Real | Yes |
EShift | Parallel Shift | Fixed Income Attribution Effects | Real | Yes |
CTpShift | Parallel Shift Contribution | Fixed Income Contributions | Real | Yes |
RpShift | Parallel Shift Return | Fixed Income Returns | Real | Yes |
ENotHeld | Partial Period | Fixed Income Attribution Effects | Real | Yes |
CtpNotHeld | Partial Period Contribution | Fixed Income Contributions | Real | Yes |
RpNotHeld | Partial Period Return | Fixed Income Returns | Real | Yes |
PBRatioEnd | PB Ratio End | Equity Risk Numbers | Real | Yes |
PBRatioStart | PB Ratio Start | Equity Risk Numbers | Real | Yes |
PCFRatioEnd | PCF Ratio End | Equity Risk Numbers | Real | Yes |
PCFRatioStart | PCF Ratio Start | Equity Risk Numbers | Real | Yes |
PERatioEnd | PE Ratio End | Equity Risk Numbers | Real | Yes |
PERatioStart | PE Ratio Start | Equity Risk Numbers | Real | Yes |
EPrepayment | Prepayment | Fixed Income Attribution Effects | Real | Yes |
CTpPrepayment | Prepayment Contribution | Fixed Income Contributions | Real | Yes |
RpPrepayment | Prepayment Return | Fixed Income Returns | Real | Yes |
CTpPriceLocal | Price Contribution (Local) | Fixed Income Contributions | Real | Yes |
EPriceDifference | Price Difference | Fixed Income Attribution Effects | Real | Yes |
RpPriceLocal | Price Return (Local) | Fixed Income Returns | Real | Yes |
DefaultProbabilitypEnd | Probability of Default 1 Year End | Risk Numbers | Real | Yes |
DefaultProbabilitypStart | Probability of Default 1 Year Start | Risk Numbers | Real | Yes |
PandL | Profit & Loss ([CUR]) | Market Values | Real | Yes |
PSRatioEnd | PS Ratio End | Equity Risk Numbers | Real | Yes |
PSRatioStart | PS Ratio Start | Equity Risk Numbers | Real | Yes |
Purchases | Purchases ([CUR]) | Market Values | Real | Yes |
Redemptions | Redemptions ([CUR]) | Market Values | Real | Yes |
FittedYTMpChange | Reference Yield to Maturity Change | Risk Numbers | Real | Yes |
FittedYTMpEnd | Reference Yield to Maturity End | Risk Numbers | Real | Yes |
FittedYTMpEndMS | Reference Yield to Maturity End (Roll-Down) | Risk Numbers | Real | Yes |
FittedYTMpStart | Reference Yield to Maturity Start | Risk Numbers | Real | Yes |
RelCt | Relative Contribution ([CUR]) | Contributions | Real | Yes |
RelCtGeom | Relative Contribution (Geometric) ([CUR]) | Contributions | Real | Yes |
RelCtGeomLocal | Relative Contribution (Geometric) (Local) | Contributions | Real | Yes |
RelCtLocal | Relative Contribution (Local) | Contributions | Real | Yes |
RelDurCTEnd | Relative Duration Contribution End | Fixed Income Contributions | Real | Yes |
RelDurCTStart | Relative Duration Contribution Start | Fixed Income Contributions | Real | Yes |
RelR | Relative Return ([CUR]) | Returns | Real | Yes |
RelRGeom | Relative Return (Geometric) ([CUR]) | Returns | Real | Yes |
RelRGeomLocal | Relative Return (Geometric) (Local) | Returns | Real | Yes |
RelRlocal | Relative Return (Local) | Returns | Real | Yes |
RelDurSpreadCTEnd | Relative Spread Duration Contribution End | Fixed Income Contributions | Real | Yes |
RelDurSpreadCTStart | Relative Spread Duration Contribution Start | Fixed Income Contributions | Real | Yes |
EResidual | Residual | Fixed Income Attribution Effects | Real | Yes |
ResidualAssetsEnd | Residual Assets End ([CUR]) | Market Values | Real | Yes |
ResidualAssetsStart | Residual Assets Start ([CUR]) | Market Values | Real | Yes |
CTpResidual | Residual Contribution | Fixed Income Contributions | Real | Yes |
RpResidual | Residual Return | Fixed Income Returns | Real | Yes |
Rp | Return ([CUR]) | Returns | Real | Yes |
RpLocal | Return (Local) | Returns | Real | Yes |
Rfr | Risk Free Rate Return | Returns | Real | Yes |
ERollDown | Roll-Down | Fixed Income Attribution Effects | Real | Yes |
CTpRollDown | Roll-Down Contribution | Fixed Income Contributions | Real | Yes |
RpRolldown | Roll-Down Return | Fixed Income Returns | Real | Yes |
Sales | Sales ([CUR]) | Market Values | Real | Yes |
ESelec | Selection | Arithmetic Attribution Effects | Real | Yes |
EGSelec | Selection (Geometric) | Geometric Attribution Effects | Real | Yes |
ESelecInter | Selection (Incl. Interaction) | Arithmetic Attribution Effects | Real | Yes |
ESelecInterLocal | Selection (Incl. Interaction) (local) | Arithmetic Attribution Effects | Real | Yes |
ESelecLocal | Selection (local) | Arithmetic Attribution Effects | Real | Yes |
EGSelecLocal | Selection (local) (Geometric) | Geometric Attribution Effects | Real | Yes |
ShortExposureEnd | Short Exposure End ([CUR]) | Market Values | Real | Yes |
ShortExposureStart | Short Exposure Start ([CUR]) | Market Values | Real | Yes |
RpGain | Short-Adjusted Return ([CUR]) | Returns | Real | Yes |
RpLocalGain | Short-Adjusted Return (Local) | Returns | Real | Yes |
ESpecCarry | Specific Carry | Fixed Income Attribution Effects | Real | Yes |
CTpSpecCarry | Specific Carry Contribution | Fixed Income Contributions | Real | Yes |
RpSpecCarry | Specific Carry Return | Fixed Income Returns | Real | Yes |
ESpread | Spread | Fixed Income Attribution Effects | Real | Yes |
ESpreadAllocation | Spread Allocation | Fixed Income Attribution Effects | Real | Yes |
SpreadPChange | Spread Change | Risk Numbers | Real | Yes |
CTpSpread | Spread Contribution | Fixed Income Contributions | Real | Yes |
DurSpreadCTpEnd | Spread Duration Contribution End | Fixed Income Contributions | Real | Yes |
DurSpreadCTpStart | Spread Duration Contribution Start | Fixed Income Contributions | Real | Yes |
MDSpreadpEnd | Spread Duration End | Risk Numbers | Real | Yes |
MDSpreadpStart | Spread Duration Start | Risk Numbers | Real | Yes |
DurSpreadWpEnd | Spread Duration Weight End | Weights | Real | Yes |
DurSpreadWpStart | Spread Duration Weight Start | Weights | Real | Yes |
SpreadPEnd | Spread End | Risk Numbers | Real | Yes |
ESpreadLeverage | Spread Leverage | Fixed Income Attribution Effects | Real | Yes |
ESpreadResidual | Spread Residual | Fixed Income Attribution Effects | Real | Yes |
RpSpread | Spread Return | Fixed Income Returns | Real | Yes |
ESpreadSelection | Spread Selection | Fixed Income Attribution Effects | Real | Yes |
SpreadPStart | Spread Start | Risk Numbers | Real | Yes |
ESLOffBenchmark | Stock Addition Effect | Arithmetic Stock Level Attribution Effects | Real | Yes |
ESLOffBenchmarkLocal | Stock Addition Effect (local) | Arithmetic Stock Level Attribution Effects | Real | Yes |
ESLAlloc | Stock Allocation | Arithmetic Stock Level Attribution Effects | Real | Yes |
EGSLAlloc | Stock Allocation (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
ESLAllocLocal | Stock Allocation (local) | Arithmetic Stock Level Attribution Effects | Real | Yes |
EGSLAllocLocal | Stock Allocation (local) (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
ESLCurrency | Stock Currency ([CUR]) | Arithmetic Stock Level Attribution Effects | Real | Yes |
EGSLCurrency | Stock Currency ([CUR]) (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
ESLExclusion | Stock Exclusion Effect | Arithmetic Stock Level Attribution Effects | Real | Yes |
ESLExclusionLocal | Stock Exclusion Effect (local) | Arithmetic Stock Level Attribution Effects | Real | Yes |
ESLTotal | Stock Picking Effect | Arithmetic Stock Level Attribution Effects | Real | Yes |
EGSLTotal | Stock Picking Effect (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
ESLTotalLocal | Stock Picking Effect (local) | Arithmetic Stock Level Attribution Effects | Real | Yes |
EGSLTotalLocal | Stock Picking Effect (local) (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
ESLTotalMCA | Stock Picking Effect MC | Arithmetic Stock Level Attribution Effects | Real | Yes |
EGSLTotalMCA | Stock Picking Effect MC (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
ESLTiming | Stock Timing and Trading | Arithmetic Stock Level Attribution Effects | Real | Yes |
EGSLTiming | Stock Timing and Trading (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
EGSLTimingLocal | Stock Timing and Trading (local) (Geometric) | Geometric Stock Level Attribution Effects | Real | Yes |
ESLTimingLocal | Stock Timing and Trading Local | Arithmetic Stock Level Attribution Effects | Real | Yes |
EStructured | Structured | Fixed Income Attribution Effects | Real | Yes |
CTpStructured | Structured Contribution | Fixed Income Contributions | Real | Yes |
RpStructured | Structured Return | Fixed Income Returns | Real | Yes |
Subscriptions | Subscriptions ([CUR]) | Market Values | Real | Yes |
ESystCarry | Systematic Carry | Fixed Income Attribution Effects | Real | Yes |
CTpSystCarry | Systematic Carry Contribution | Fixed Income Contributions | Real | Yes |
RpSystCarry | Systematic Carry Return | Fixed Income Returns | Real | Yes |
TDerivPEnd | Time Derivative End | Risk Numbers | Real | Yes |
TDerivPStart | Time Derivative Start | Risk Numbers | Real | Yes |
TTMpEnd | Time to Maturity End | Risk Numbers | Real | Yes |
TTMpStart | Time to Maturity Start | Risk Numbers | Real | Yes |
TNCpEnd | Time to Next Coupon End | Risk Numbers | Real | Yes |
TNCpStart | Time to Next Coupon Start | Risk Numbers | Real | Yes |
ETotal | Total Attribution ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
EGTotal | Total Attribution ([CUR]) (Geometric) | Geometric Attribution Effects | Real | Yes |
ETotalMCA | Total Attribution MC ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
EGTotalMCA | Total Attribution MC ([CUR]) (Geometric) | Geometric Attribution Effects | Real | Yes |
ETotalC | Total Currency ([CUR]) | Arithmetic Attribution Effects | Real | Yes |
EGTotalC | Total Currency ([CUR]) (Geometric) | Geometric Attribution Effects | Real | Yes |
ETotalLocal | Total Market (local) | Arithmetic Attribution Effects | Real | Yes |
EGTotalLocal | Total Market (local) (Geometric) | Geometric Attribution Effects | Real | Yes |
ETradingLocal | Trading (Local) | Fixed Income Attribution Effects | Real | Yes |
CtpTrading | Trading Contribution ([CUR]) | Contributions | Real | Yes |
CTpTradingLocal | Trading Contribution (Local) | Fixed Income Contributions | Real | Yes |
RpTradingLocal | Trading Return (Local) | Fixed Income Returns | Real | Yes |
CtpTRR | Transparency Reconciliation Contribution ([CUR]) | Contributions | Real | Yes |
CtTRRGeom | Transparency Reconciliation Contribution ([CUR]) (Geometric) | Contributions | Real | Yes |
RpTrueLocal | True Local Return (local) | Returns | Real | Yes |
UnadjMDSpreadpEnd | Unadjusted Spread Duration End | Risk Numbers | Real | Yes |
UnadjMDSpreadpStart | Unadjusted Spread Duration Start | Risk Numbers | Real | Yes |
UnadjYTMpEnd | Unadjusted Yield to Maturity End | Risk Numbers | Real | Yes |
UnadjYTMpStart | Unadjusted Yield to Maturity Start | Risk Numbers | Real | Yes |
Underweight | Underweight | Stock Weights | Real | Yes |
ESLUnderweight | Underweight Stock Effect | Arithmetic Stock Level Attribution Effects | Real | Yes |
ESLUnderweightLocal | Underweight Stock Effect (local) | Arithmetic Stock Level Attribution Effects | Real | Yes |
unHedgedctbCur | Unhedged Benchmark Currency Contribution ([CUR]) | Contributions | Real | Yes |
unHedgedWbEnd | Unhedged Benchmark Weight End | Weights | Real | Yes |
unHedgedWb | Unhedged Benchmark Weight Mean | Weights | Real | Yes |
unHedgedWbBeg | Unhedged Benchmark Weight Start | Weights | Real | Yes |
unHedgedctpCur | Unhedged Currency Contribution ([CUR]) | Contributions | Real | Yes |
unHedgedWpEnd | Unhedged Weight End | Weights | Real | Yes |
unHedgedWp | Unhedged Weight Mean | Weights | Real | Yes |
unHedgedWpBeg | Unhedged Weight Start | Weights | Real | Yes |
EUnknown | Unknown/Other Asset Class | Fixed Income Attribution Effects | Real | Yes |
CtpUnknown | Unknown/Other Asset Class Contribution | Fixed Income Contributions | Real | Yes |
RpUnknown | Unknown/Other Asset Class Return | Fixed Income Returns | Real | Yes |
EResidualVix | Vix | Fixed Income Attribution Effects | Real | Yes |
CTpResidualVix | VIX Contribution | Fixed Income Contributions | Real | Yes |
RpResidualVix | VIX Return | Fixed Income Returns | Real | Yes |
WpChange | Weight Change | Weights | Real | Yes |
WpEnd | Weight End | Weights | Real | Yes |
WeightInCommon | Weight in Common | Stock Weights | Real | Yes |
Wp | Weight Mean | Weights | Real | Yes |
WpBeg | Weight Start | Weights | Real | Yes |
WeightedAverageLifepEnd | Weighted Average Life End | Risk Numbers | Real | Yes |
WeightedAverageLifepStart | Weighted Average Life Start | Risk Numbers | Real | Yes |
WeightedTransactions | Weighted Transactions ([CUR]) | Market Values | Real | Yes |
EYC | Yield Curve | Fixed Income Attribution Effects | Real | Yes |
CTpYC | Yield Curve Contribution | Fixed Income Contributions | Real | Yes |
RpYC | Yield Curve Return | Fixed Income Returns | Real | Yes |
YTMpChange | Yield to Maturity Change | Risk Numbers | Real | Yes |
YTMpEnd | Yield to Maturity End | Risk Numbers | Real | Yes |
YTMpStart | Yield to Maturity Start | Risk Numbers | Real | Yes |