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Portfolio Performance and Risk Analytics - Basic
フリーミアム
開発者AIDVP
更新日 1年前

「Portfolio Performance and Risk Analytics - Basic 」のドキュメント

Portfolio Performance&Risk Analytics APIは、ポートフォリオのパフォーマンスとリスク分析のための機能の集まりです。サーバーレスアーキテクチャとマイクロサービスフレームワークを基盤に構築されたこのパッケージは、データウェアハウスのETL / ELT速度/精度と企業のリアルタイムレポート機能を向上させることを目的としています。

このAPIについて詳しく見る
Performance
POSTCalculate the periodic portfolio returns (Gross, net, net of net, adjusted, GIPs)
POSTIndex returns - Calculate the periodic return based on Market Value
POSTConvert a series of NAV or Market Value into a continuous index with the same starting point
POSTCalculate the periodic XNPV for an Portfolio, a basket of investment, or a particular asset, position, or trade.
POSTCalculate the periodic XIRR for a portfolio, a basket of investment, a position, an asset or a trade
POSTCalculate the periodic ITD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic QTD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic YTD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic LTM returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic ITD annualized returns of a portfolio or a basket of investments based on its periodic returns
POSTCalculate the periodic 3 Year annualized returns (Gross, net, net of net, adjusted, GIPs) for a portfolio or a basket of investments
POSTCalculate the periodic MTD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic 5 Year annualized returns (Gross, net, net of net, adjusted, GIPs) for a portfolio or a basket of investments
Risk
POSTCalculated the periodic portfolio drawdown attributes based on portfolio NAV or market value
POSTCalculate the maximum drawdown (MDD) of a portfolio or a basket of investment based on its MV
POSTCalculate the Sortino Ratio of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the Calmar Ratio of a Portfolio or a basket of investment based on its MV
POSTCalculate the Information Ratio of a Portfolio or a basket of investment based on its MV
POSTCalculate the Periodic Drawdown Details based on Portfolio MV or NAV
POSTCalculate the sharpe ratio of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the Ulcer Index for a Portfolio or a basket of investment based on its MVs
POSTCalculate the Ulcer Performance Index for a portfolio or a basket of Investments
POSTCalculate the periodic investment volatility based on periodic returns and frequencies
POSTCalculate the rolloing correlation between all portfolios and all periods in the set
POSTCalculate the periodic portfolio returns (Gross, net, net of net, adjusted, GIPs)

入力データストリームは、[日付、ポートフォリオ値、ドル戻し(グロス、ネット、ネットネット、またはGIPSなど)]の配列です。

ヘッダーパラメータ
X-RapidAPI-HostSTRING
REQUIRED
X-RapidAPI-KeySTRING
REQUIRED
コードスニペット
SDKをインストール

SDKをインストール((Node.js)Unirest)

OAuth2認証
クライアントID
クライアントシークレット
OAuth2認証