Measures and the Time Series and Multiple OCP Time Series Resources.

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

Measures Table

Identifier Name Table Type Data Type Compoundable
ABMV ABMV ([CUR]) Market Values Real No
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
AdjustmentDeltabEnd Benchmark Adjustment Delta End Risk Numbers Real Yes
AdjustmentDeltabStart Benchmark Adjustment Delta Start Risk Numbers Real Yes
AdjustmentDeltapEnd Adjustment Delta End Risk Numbers Real Yes
AdjustmentDeltapStart Adjustment Delta Start Risk Numbers Real Yes
BookValueEnd Book Value End ([CUR]) Market Values Real Yes
BookValueStart Book Value Start ([CUR]) Market Values Real Yes
BpresenceFlag Benchmark Held for Full Period Weights Real Yes
CapitalGain Capital Gain ([CUR]) Market Values Real Yes
CDerivBEnd Benchmark Coupon Derivative End Risk Numbers Real Yes
CDerivBStart Benchmark Coupon Derivative Start Risk Numbers Real Yes
CDerivPEnd Coupon Derivative End Risk Numbers Real Yes
CDerivPStart Coupon Derivative Start Risk Numbers Real Yes
ConvexitybEnd Benchmark Convexity End Risk Numbers Real Yes
ConvexitybStart Benchmark Convexity Start Risk Numbers Real Yes
ConvexitypEnd Convexity End Risk Numbers Real Yes
ConvexitypStart Convexity Start Risk Numbers Real Yes
CouponbEnd Benchmark Coupon End Risk Numbers Real Yes
CouponbStart Benchmark Coupon Start Risk Numbers Real Yes
CouponPEnd Coupon End Risk Numbers Real Yes
CouponPStart Coupon Start Risk Numbers Real Yes
Ctb Benchmark Contribution ([CUR]) Contributions Real Yes
CTbABS Benchmark ABS Contribution Fixed Income Contributions Real Yes
CTbCarry Benchmark Carry Contribution Fixed Income Contributions Real Yes
CTbConvergence Benchmark Convergence Contribution Fixed Income Contributions Real Yes
CTbConvertible Benchmark Convertible Contribution Fixed Income Contributions Real Yes
CTbConvexity Benchmark Convexity Contribution Fixed Income Contributions Real Yes
CTbCoupon Benchmark Coupon Contribution Fixed Income Contributions Real Yes
CtbCur Benchmark Currency Contribution ([CUR]) Contributions Real Yes
CTbInflation Benchmark Inflation Contribution Fixed Income Contributions Real Yes
CTbIRVega Benchmark IR Vega Contribution Fixed Income Contributions Real Yes
CtbLocal Benchmark Contribution (Local) Contributions Real Yes
CTbNonParallel Benchmark Non-Parallel Contribution Fixed Income Contributions Real Yes
CTbOther Benchmark Other Contribution Fixed Income Contributions Real Yes
CTbPrepayment Benchmark Prepayment Contribution Fixed Income Contributions Real Yes
CTbPriceLocal Benchmark Price Return (Local) Fixed Income Contributions Real Yes
CtbReconcile Benchmark Reconciliation ([CUR]) Contributions Real Yes
CTbResidual Benchmark Residual Contribution Fixed Income Contributions Real Yes
CTbRollDown Benchmark Roll-Down Contribution Fixed Income Contributions Real Yes
CTbShift Benchmark Shift Contribution Fixed Income Contributions Real Yes
CTbSpecCarry Benchmark Specific Carry Contribution Fixed Income Contributions Real Yes
CTbSpread Benchmark Spread Contribution Fixed Income Contributions Real Yes
CTbStructured Benchmark Structured Contribution Fixed Income Contributions Real Yes
CTbSystCarry Benchmark Systematic Carry Contribution Fixed Income Contributions Real Yes
CTbTradingLocal Benchmark Trading Contribution (Local) Fixed Income Contributions Real Yes
CTbYC Benchmark Yield Curve Contribution Fixed Income Contributions Real Yes
Ctp Contribution ([CUR]) Contributions Real Yes
CTpABS ABS Contribution Fixed Income Contributions Real Yes
CtpCapital Capital Contribution ([CUR]) Contributions Real Yes
CtpCapitalLocal Capital Contribution (Local) Contributions Real Yes
CTpCarry Carry Contribution Fixed Income Contributions Real Yes
CtpCashFlow Cashflow Contribution ([CUR]) Contributions Real Yes
CTpConvergence Convergence Contribution Fixed Income Contributions Real Yes
CTpConvertible Convertible Contribution Fixed Income Contributions Real Yes
CTpConvexity Convexity Contribution Fixed Income Contributions Real Yes
CTpCoupon Coupon Contribution Fixed Income Contributions Real Yes
CtpCur Currency Contribution ([CUR]) Contributions Real Yes
CtpIncome Income Contribution ([CUR]) Contributions Real Yes
CtpIncomeLocal Income Contribution (Local) Contributions Real Yes
CTpInflation Inflation Contribution Fixed Income Contributions Real Yes
CTpIRVega IR Vega Contribution Fixed Income Contributions Real Yes
CtpLocal Contribution (Local) Contributions Real Yes
CTpNonParallel Non-Parallel Contribution Fixed Income Contributions Real Yes
CTpOther Other Contribution Fixed Income Contributions Real Yes
CTpPrepayment Prepayment Contribution Fixed Income Contributions Real Yes
CTpPriceLocal Price Return (Local) Fixed Income Contributions Real Yes
CTpResidual Residual Contribution Fixed Income Contributions Real Yes
CTpRollDown Roll-Down Contribution Fixed Income Contributions Real Yes
CTpShift Shift Contribution Fixed Income Contributions Real Yes
CTpSpecCarry Specific Carry Contribution Fixed Income Contributions Real Yes
CTpSpread Spread Contribution Fixed Income Contributions Real Yes
CTpStructured Structured Contribution Fixed Income Contributions Real Yes
CTpSystCarry Systematic Carry Contribution Fixed Income Contributions Real Yes
CtpTrading Trading Contribution ([CUR]) Contributions Real Yes
CTpTradingLocal Trading Contribution (Local) Fixed Income Contributions Real Yes
CTpYC Yield Curve Contribution Fixed Income Contributions Real Yes
CtTRR Transparency Reconciliation Contribution ([CUR]) Contributions Real Yes
CtTRRGeom Transparency Reconciliation Contribution ([CUR]) (Geometric) Contributions Real Yes
DividendYieldEnd Dividend Yield End Equity Risk Numbers Real Yes
DividendYieldStart Dividend Yield Start Equity Risk Numbers Real Yes
DurSpreadWbEnd Benchmark Spread Duration Weight End Risk Numbers Real Yes
DurSpreadWbStart Benchmark Spread Duration Weight Start Risk Numbers Real Yes
DurSpreadWpEnd Spread Duration Weight End Risk Numbers Real Yes
DurSpreadWpStart Spread Duration Weight Start Risk Numbers Real Yes
DurWbEnd Benchmark Duration Weight End Risk Numbers Real Yes
DurWbStart Benchmark Duration Weight Start Risk Numbers Real Yes
DurWpEnd Duration Weight End Risk Numbers Real Yes
DurWpStart Duration Weight Start Risk Numbers Real Yes
EABS ABS Fixed Income Attribution Effects Real Yes
EAlloc Allocation Arithmetic Attribution Effects Real Yes
EAllocC Currency Allocation ([CUR]) Arithmetic Attribution Effects Real Yes
EAllocLocal Allocation (local) Arithmetic Attribution Effects Real Yes
EarningYieldEnd Earnings Yield End Equity Risk Numbers Real Yes
EarningYieldStart Earnings Yield Start Equity Risk Numbers Real Yes
EBenchmarkResidual Benchmark Residual ([CUR]) Arithmetic Attribution Effects Real Yes
ECarry Carry Fixed Income Attribution Effects Real Yes
ECompoundC Currency Compounding ([CUR]) Arithmetic Attribution Effects Real Yes
EConvergence Convergence Fixed Income Attribution Effects Real Yes
EConvertible Convertible Fixed Income Attribution Effects Real Yes
EConvexity Convexity Fixed Income Attribution Effects Real Yes
ECoupon Coupon Fixed Income Attribution Effects Real Yes
EGAlloc Allocation (Geometric) Geometric Attribution Effects Real Yes
EGAllocC Currency Allocation ([CUR]) (Geometric) Geometric Attribution Effects Real Yes
EGAllocLocal Allocation (local) (Geometric) Geometric Attribution Effects Real Yes
EGBenchmarkResidual Benchmark Residual ([CUR]) (Geometric) Geometric Attribution Effects Real Yes
EGCompoundC Currency Compounding ([CUR]) (Geometric) Geometric Attribution Effects Real Yes
EGSelec Selection (Geometric) Geometric Attribution Effects Real Yes
EGSelecLocal Selection (local) (Geometric) Geometric Attribution Effects Real Yes
EGSLAlloc Stock Allocation (Geometric) Geometric Stock Level Attribution Effects Real Yes
EGSLTiming Stock Timing and Trading (Geometric) Geometric Stock Level Attribution Effects Real Yes
EGSLTotal Stock Picking Effect (Geometric) Geometric Stock Level Attribution Effects Real Yes
EGTimingC Currency Timing ([CUR]) (Geometric) Geometric Attribution Effects Real Yes
EGTotal Total Attribution ([CUR]) (Geometric) Geometric Attribution Effects Real Yes
EGTotalC Total Currency ([CUR]) (Geometric) Geometric Attribution Effects Real Yes
EGTotalLocal Total Market (local) (Geometric) Geometric Attribution Effects Real Yes
EGTotalMCA Total Attribution MC ([CUR]) (Geometric) Geometric Attribution Effects Real Yes
EInflation Inflation Fixed Income Attribution Effects 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
ENonParallel Non-Parallel Fixed Income Attribution Effects Real Yes
EOther Other Fixed Income Attribution Effects Real Yes
EPrepayment Prepayment Fixed Income Attribution Effects Real Yes
EPriceDifference Price Difference Fixed Income Attribution Effects Real Yes
EResidual Residual Fixed Income Attribution Effects Real Yes
ERollDown Roll-Down Fixed Income Attribution Effects Real Yes
ESelec Selection Arithmetic 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
EShift Shift Fixed Income Attribution Effects Real Yes
ESLAlloc Stock Allocation Arithmetic Stock Level Attribution Effects Real Yes
ESLAllocLocal Stock Allocation (local) Arithmetic Stock Level Attribution Effects Real Yes
ESLCurrency Stock Currency ([CUR]) Arithmetic Stock Level Attribution Effects Real Yes
ESLExclusion Stock Exclusion Effect Arithmetic Stock Level Attribution Effects Real Yes
ESLOffBenchmark Stock Addition Effect Arithmetic Stock Level Attribution Effects Real Yes
ESLOverweight Overweight Stock Effect Arithmetic Stock Level Attribution Effects Real Yes
ESLTiming Stock Timing and Trading Arithmetic Stock Level Attribution Effects Real Yes
ESLTimingLocal Stock Timing and Trading Local Arithmetic Stock Level Attribution Effects Real Yes
ESLTotal Stock Picking Effect Arithmetic Stock Level Attribution Effects Real Yes
ESLTotalMCA Stock Picking Effect MC Arithmetic Stock Level Attribution Effects Real Yes
ESLUnderweight Underweight Stock Effect Arithmetic Stock Level Attribution Effects Real Yes
ESpecCarry Specific Carry Fixed Income Attribution Effects Real Yes
ESpread Spread Fixed Income Attribution Effects Real Yes
EStructured Structured Fixed Income Attribution Effects Real Yes
ESystCarry Systematic Carry Fixed Income Attribution Effects Real Yes
ETimingC Currency Timing ([CUR]) Arithmetic Attribution Effects Real Yes
ETotal Total Attribution ([CUR]) Arithmetic Attribution Effects Real Yes
ETotalC Total Currency ([CUR]) Arithmetic Attribution Effects Real Yes
ETotalLocal Total Market (local) Arithmetic Attribution Effects Real Yes
ETotalMCA Total Attribution MC ([CUR]) Arithmetic Attribution Effects Real Yes
ETradingLocal Trading (Local) Fixed Income Attribution Effects Real Yes
ExclusionWeight Exclusion Weight Stock Weights Real Yes
EYC Yield Curve Fixed Income Attribution Effects Real Yes
Fees Fees ([CUR]) Market Values Real Yes
FeesImpact Fees Impact ([CUR]) Contributions Real Yes
FittedYTMbChange Benchmark Fitted Yield to Maturity Change Risk Numbers Real Yes
FittedYTMbEnd Benchmark Fitted Yield to Maturity End Risk Numbers Real Yes
FittedYTMbStart Benchmark Fitted Yield to Maturity Start Risk Numbers Real Yes
FittedYTMpChange Fitted Yield to Maturity Change Risk Numbers Real Yes
FittedYTMpEnd Fitted Yield to Maturity End Risk Numbers Real Yes
FittedYTMpStart Fitted Yield to Maturity Start Risk Numbers Real Yes
GrossExposureEnd Gross Exposure End ([CUR]) Market Values Real Yes
GrossExposureStart Gross Exposure Start ([CUR]) Market Values Real Yes
HedgedctbCur Hedged Benchmark Currency Contribution ([CUR]) Contributions Real Yes
HedgedctpCur Hedged Currency Contribution ([CUR]) Contributions Real Yes
HedgedWb Hedged Benchmark Weight Mean Weights Real Yes
HedgedWbBeg Hedged Benchmark Weight Start Weights Real Yes
HedgedWbEnd Hedged Benchmark Weight End Weights Real Yes
HedgedWp Hedged Weight Mean Weights Real Yes
HedgedWpBeg Hedged Weight Start Weights Real Yes
HedgedWpEnd Hedged Weight End Weights Real Yes
Income Income ([CUR]) Market Values Real Yes
IncomeGain Income Gain ([CUR]) Market Values Real Yes
Leverage Leverage Mean Weights Real Yes
LeverageBeg Leverage Start Weights Real Yes
LeverageEnd Leverage End Weights Real Yes
LongExposureEnd Long Exposure End ([CUR]) Market Values Real Yes
LongExposureStart Long Exposure Start ([CUR]) Market Values Real Yes
MarketCapEnd Market Cap End (USD) Equity Risk Numbers Real Yes
MarketCapEndLocal Market Cap End ([CUR]) Equity Risk Numbers Real Yes
MarketCapStart Market Cap Start (USD) Equity Risk Numbers Real Yes
MarketCapStartLocal Market Cap Start ([CUR]) Equity Risk Numbers Real Yes
MDbEnd Benchmark Modified Duration End Risk Numbers Real Yes
MDbStart Benchmark Modified Duration Start Risk Numbers Real Yes
MDpEnd Modified Duration End Risk Numbers Real Yes
MDpStart Modified Duration Start Risk Numbers Real Yes
MDSpreadbEnd Benchmark Spread Modified Duration End Risk Numbers Real Yes
MDSpreadbStart Benchmark Spread Modified Duration Start Risk Numbers Real Yes
MDSpreadpEnd Spread Modified Duration End Risk Numbers Real Yes
MDSpreadpStart Spread Modified Duration Start Risk Numbers Real Yes
mvChange Market Value Change ([CUR]) Market Values Real Yes
mvEnd Market Value End ([CUR]) Market Values Real Yes
mvStart Market Value Start ([CUR]) Market Values 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
NetTransactions Net Transactions ([CUR]) Market Values Real Yes
OffBenchmarkWeight Addition Weight Stock Weights Real Yes
Overweight Overweight Stock Weights Real Yes
PandL Profit & Loss ([CUR]) Market Values 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
PpresenceFlag Held for Full Period Weights 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
Rb Benchmark Return ([CUR]) Returns Real Yes
RbABS Benchmark ABS Return Fixed Income Returns Real Yes
RbCarry Benchmark Carry Return Fixed Income Returns Real Yes
RbConvergence Benchmark Convergence Return Fixed Income Returns Real Yes
RbConvertible Benchmark Convertible Return Fixed Income Returns Real Yes
RbConvexity Benchmark Convexity Return Fixed Income Returns Real Yes
RbCoupon Benchmark Coupon Return Fixed Income Returns Real Yes
RbCur Benchmark Currency Return ([CUR]) Returns Real Yes
RbInflation Benchmark Inflation Return Fixed Income Returns Real Yes
RbIRVega Benchmark IR Vega Return Fixed Income Returns Real Yes
RbLocal Benchmark Return (Local) Returns Real Yes
RbNonParallel Benchmark Non-Parallel Return Fixed Income Returns Real Yes
RbOther Benchmark Other Return Fixed Income Returns Real Yes
RbPrepayment Benchmark Prepayment Return Fixed Income Returns Real Yes
RbPriceLocal Benchmark Price Return (Local) Fixed Income Returns Real Yes
RbResidual Benchmark Residual Return Fixed Income Returns Real Yes
RbRolldown Benchmark Roll-Down Return Fixed Income Returns Real Yes
RbShift Benchmark Shift Return Fixed Income Returns Real Yes
RbSpecCarry Benchmark Specific Carry Return Fixed Income Returns Real Yes
RbSpread Benchmark Spread Return Fixed Income Returns Real Yes
RbStructured Benchmark Structured Return Fixed Income Returns Real Yes
RbSystCarry Benchmark Systematic Carry Return Fixed Income Returns Real Yes
RbTradingLocal Benchmark Trading Return (Local) Fixed Income Returns Real Yes
RbYC Benchmark Yield Curve Return Fixed Income Returns Real Yes
Redemptions Redemptions ([CUR]) Market Values 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
ResidualAssetsEnd Residual Assets End ([CUR]) Market Values Real Yes
ResidualAssetsStart Residual Assets Start ([CUR]) Market Values Real Yes
Rfr Risk Free Rate Return Returns Real Yes
Rp Return ([CUR]) Returns Real Yes
RpABS ABS Return Fixed Income Returns Real Yes
RpCapital Capital Return ([CUR]) Returns Real Yes
RpCapitalLocal Capital Return (Local) Returns Real Yes
RpCarry Carry Return Fixed Income Returns Real Yes
RpConvergence Convergence Return Fixed Income Returns Real Yes
RpConvertible Convertible Return Fixed Income Returns Real Yes
RpConvexity Convexity Return Fixed Income Returns Real Yes
RpCoupon Coupon Return Fixed Income Returns Real Yes
RpCur Currency Return ([CUR]) Returns 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
RpGain Short-Adjusted Return ([CUR]) Returns Real Yes
rpGross Gross Return ([CUR]) Returns Real Yes
RpIncome Income Return ([CUR]) Returns Real Yes
RpIncomeLocal Income Return (Local) Returns Real Yes
RpInflation Inflation Return Fixed Income Returns Real Yes
RpIRVega IR Vega Return Fixed Income Returns Real Yes
RpLocal Return (Local) Returns Real Yes
RpLocalGain Short-Adjusted Return (Local) Returns Real Yes
RpNonParallel Non-Parallel Return Fixed Income Returns Real Yes
RpOther Other Return Fixed Income Returns Real Yes
RpPrepayment Prepayment Return Fixed Income Returns Real Yes
RpPriceLocal Price Return (Local) Fixed Income Returns Real Yes
RpResidual Residual Return Fixed Income Returns Real Yes
RpRolldown Roll-Down Return Fixed Income Returns Real Yes
RpShift Shift Return Fixed Income Returns Real Yes
RpSpecCarry Specific Carry Return Fixed Income Returns Real Yes
RpSpread Spread Return Fixed Income Returns Real Yes
RpStructured Structured Return Fixed Income Returns Real Yes
RpSystCarry Systematic Carry Return Fixed Income Returns Real Yes
RpTradingLocal Trading Return (Local) Fixed Income Returns Real Yes
RpTrueLocal True Local Return (local) Returns Real Yes
RpYC Yield Curve Return Fixed Income Returns Real Yes
Sales Sales ([CUR]) Market Values Real Yes
Shiftp Average Curve Shift Risk Numbers Real Yes
ShortExposureEnd Short Exposure End ([CUR]) Market Values Real Yes
ShortExposureStart Short Exposure Start ([CUR]) Market Values Real Yes
SpreadbChange Benchmark Spread Change Risk Numbers Real Yes
SpreadbEnd Benchmark Spread End Risk Numbers Real Yes
SpreadbStart Benchmark Spread Start Risk Numbers Real Yes
SpreadPChange Spread Change Risk Numbers Real Yes
SpreadPEnd Spread End Risk Numbers Real Yes
SpreadPStart Spread Start Risk Numbers Real Yes
Subscriptions Subscriptions ([CUR]) Market Values Real Yes
TDerivBEnd Benchmark Time Derivative End Risk Numbers Real Yes
TDerivBStart Benchmark Time Derivative Start Risk Numbers Real Yes
TDerivPEnd Time Derivative End Risk Numbers Real Yes
TDerivPStart Time Derivative 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
TNCpEnd Time to Next Coupon End Risk Numbers Real Yes
TNCpStart Time to Next Coupon 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
TTMpEnd Time to Maturity End Risk Numbers Real Yes
TTMpStart Time to Maturity Start Risk Numbers Real Yes
UnadjMDSpreadbEnd Benchmark Unadjusted Spread Modified Duration End Risk Numbers Real Yes
UnadjMDSpreadbStart Benchmark Unadjusted Spread Modified Duration Start Risk Numbers Real Yes
UnadjMDSpreadpEnd Unadjusted Spread Modified Duration End Risk Numbers Real Yes
UnadjMDSpreadpStart Unadjusted Spread Modified 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
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
unHedgedctbCur Unhedged Benchmark Currency Contribution ([CUR]) Contributions Real Yes
unHedgedctpCur Unhedged Currency Contribution ([CUR]) Contributions Real Yes
unHedgedWb Unhedged Benchmark Weight Mean Weights Real Yes
unHedgedWbBeg Unhedged Benchmark Weight Start Weights Real Yes
unHedgedWbEnd Unhedged Benchmark Weight End Weights Real Yes
unHedgedWp Unhedged Weight Mean Weights Real Yes
unHedgedWpBeg Unhedged Weight Start Weights Real Yes
unHedgedWpEnd Unhedged Weight End Weights Real Yes
Wb Benchmark Weight Mean Weights Real Yes
WbBeg Benchmark Weight Start Weights Real Yes
WBegOver Excess Weight Start Weights Real Yes
WbEnd Benchmark Weight End Weights Real Yes
WeightedTransactions Weighted Transactions ([CUR]) Market Values Real Yes
WeightInCommon Weight in Common Stock Weights Real Yes
WEndOver Excess Weight End Weights Real Yes
WOver Excess Weight Mean Weights Real Yes
Wp Weight Mean Weights Real Yes
WpAbsolute Absolute Weight Mean Weights Real Yes
WpAbsoluteBeg Absolute Weight Start Weights Real Yes
WpAbsoluteEnd Absolute Weight End Weights Real Yes
WpBeg Weight Start Weights Real Yes
WpEnd Weight End Weights Real Yes
WpGross Gross Weight Mean Weights Real Yes
WpGrossBeg Gross Weight Start Weights Real Yes
WpGrossEnd Gross Weight End Weights 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
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

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.