StatPro Revolution Web API


The Compliance Total Results Resource


Overview

The Compliance Total Results resource represents the latest set of compliance results for a portfolio that has been activated for compliance. The resource can contain two possible sets of results. It will contain total level results relevant to UCITS compliance and/or results relevant to AIFMD (also known as the commitment results).

See annotated representations below for further details of the results output by this resource.


Media types

The Compliance Total Results resource is exposed via XML and JSON representations, which have the following media type names:-

application/vnd.statpro.revolution.api.compliance-total-results+json

application/vnd.statpro.revolution.api.compliance-total-results+xml

When a response is received from the web service with status 200 (= OK), the fact that the response contains a Compliance Total Results resource representation is indicated by the presence of one of these two response headers:-

Content-Type: application/vnd.statpro.revolution.api.compliance-total-results+json; charset=utf-8

Content-Type: application/vnd.statpro.revolution.api.compliance-total-results+xml; charset=utf-8


Related resources

The Compliance Total Results resource always links to the Service and Porfolios resources (and to itself). To access these resources use the link relations:-

  • self
  • service
  • portfolios-query

The self link relation identifies the link to the current Compliance Total Results resource.

The service link relation identifies the Service resource link.

The portfolios-query link relation identifies the link that allows a new query for portfolios to be made.


Update history

  • The Time to Liquidate results are now available under the UCITS results as well as the commitment results - October 2017.
  • The Gross Leverage Flag property is now available under the commitment results - June 2017.
  • The UCITS Leverage Flag property is now available under the UCITS results - June 2017.
  • Initial Version - September 2014

Annotated Representation (JSON)

Legend

{
  "complianceTotalResults": {
    "links": {
      "service": {
        "rel": "service",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.service+json"
      },
      "portfoliosQuery": {
        "rel": "portfolios-query",
        "href": "...?$filter={filter}&$orderby={orderby}&$skip={skip}&$top={top}&includePublishedPortfolios=false&portfolioClassifierCode=",
        "type": "application/vnd.statpro.revolution.api.portfolios+json"
      },
      "self": {
        "rel": "self",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.compliance-total-results+json"
      }
    },
    "commitmentResults": {
      "valuationDate": "2014-05-13",
      "commitmentLeverage": 155.37,
      "grossLeverage": 271.28,
      "commitmentLeverageFlag": "Pass",
      "grossLeverageFlag": "Pass",
      "marketValue": 291945.28,
      "grossExposure": 792000.1,
      "commitmentExposure": 453619.5,
      "commitmentExposureAfterInterestRateNetting": 453619.5,
      "grossNetting": 0.0,
      "grossHedging": 12.2,
      "grossFXNetting": null,
      "grossExclusions": 0.0,
      "interestRateNetting": 338380.59,
      "marketRiskMeasures": {
        "valueAtRisk": 4636.98,
        "valueAtRiskPercent": 1.56,
        "netEquityDelta": null,
        "netEquityDeltaPercent": null,
        "netCommodityDelta": 0.0,
        "netCommodityDeltaPercent": 0.0,
        "netFXDelta": -10.95,
        "netFXDeltaPercent": -0.02,
        "netCS01MeasureValueBands": {
          "lessThanFiveYearsMeasureValue": -15.54,
          "lessThanFiveYearsMeasureValuePercent": -0.005263,
          "fifteenYearsMeasureValue": -17.01,
          "fifteenYearsMeasureValuePercent": -0.005759,
          "moreThanFifteenYearsMeasureValue": 1.283,
          "moreThanFifteenYearsMeasureValuePercent": 0.00043
        },
        "netDV01MeasureValueBands": {
          "lessThanFiveYearsMeasureValue": 0.121,
          "lessThanFiveYearsMeasureValuePercent": 0.000453,
          "fifteenYearsMeasureValue": -6.8572,
          "fifteenYearsMeasureValuePercent": -0.0023,
          "moreThanFifteenYearsMeasureValue": -12.902,
          "moreThanFifteenYearsMeasureValuePercent": -0.00436
        },
        "vegaExposureMeasureValueBands": {
          "currentMarketMeasureValue": 0.0,
          "currentMarketMeasureValuePercent": 0.0,
          "marketShockedUpTenPercentMeasureValue": 0.0,
          "marketShockedUpTenPercentMeasureValuePercent": 0.0,
          "marketShockedDownTenPercentMeasureValue": 0.0,
          "marketShockedDownTenPercentMeasureValuePercent": 0.0
        }
      },
      "timeToLiquidateMeasureValueBands": {
        "liquidateIn0to1DaysMeasureValue": 125232.0,
        "liquidateIn0to1DaysMeasureValuePercent": 10.0,
        "liquidateIn2to7DaysMeasureValue": 125232.0,
        "liquidateIn2to7DaysMeasureValuePercent": 10.0,
        "liquidateIn8to30DaysMeasureValue": 125232.0,
        "liquidateIn8to30DaysMeasureValuePercent": 10.0,
        "liquidateIn31to90DaysMeasureValue": 125232.0,
        "liquidateIn31to90DaysMeasureValuePercent": 10.0,
        "liquidateIn91to180DaysMeasureValue": 125232.0,
        "liquidateIn91to180DaysMeasureValuePercent": 10.0,
        "liquidateIn181to365DaysMeasureValue": 125232.0,
        "liquidateIn181to365DaysMeasureValuePercent": 10.0,
        "liquidateInMoreThan365DaysMeasureValue": 1253523.0,
        "liquidateInMoreThan365DaysMeasureValuePercent": 40.0
      }
    },
    "UCITSResults": {
      "valuationDate": "2014-05-13",
      "valueAtRisk": 4636.98,
      "valueAtRiskPercent": 1.56,
      "UCITSLeverage": 136.559931,
      "UCITSVarFlag": "Pass",
      "UCITSLeverageFlag": "Pass",
      "relativeValueAtRiskRatioPercent": null,
      "referencePortfolioValueAtRisk": null,
      "referencePortfolioValueAtRiskPercent": null,
      "marketValueCoveredPercent": 96.945,
      "UCITSCoverageFlag": "Pass",
      "marketValueComputableAssets": 295384.88,
      "marketValueAllAssetsRisk": 291945.28,
      "expectedShortfall": 4839.99,
      "expectedShortfallPercent": 1.63,
      "expectedUpside": 4971.29,
      "expectedUpsidePercent": 1.682,
      "expectedVolatility": null,
      "expectedVolatilityPercent": null,
      "diversificationGrade": 60.241,
      "stressTesting": {
        "stressTestFlag": "Pass",
        "stressTests": [
          {
            "code": "SP_HistoricST01",
            "name": "9/11 Terrorist Attack Sep-10-2001 to Sep-21-2001",
            "changeInValue": 2989.372,
            "changeInValuePercent": 1.012026
          },
          {
            "code": "SP_HistoricST08",
            "name": "Black October Sep 9 2008  to Oct 13 2008",
            "changeInValue": -8759.53,
            "changeInValuePercent": -2.965
          }
        ]
      },
      "liquidityRisk": {
        "liquidityRiskPercent": 1.84,
        "liquidityRiskFlag": "Breach",
        "normalLiquidityRiskScenario": {
          "totalLiquidityRisk": 2567.794,
          "totalLiquidityRiskPercent": 0.869,
          "bidAskLiquidityRisk": 545.857,
          "bidAskLiquidityRiskPercent": 0.184,
          "bidAskLiquidityRiskContribution": 21.257,
          "marketCapLiquidityRisk": 0.0,
          "marketCapLiquidityRiskPercent": 0.0,
          "marketCapLiquidityRiskContribution": 0.0,
          "pricerLiquidityRisk": 453.327,
          "pricerLiquidityRiskPercent": 0.153,
          "pricerLiquidityRiskContribution": 17.654,
          "ownershipLiquidityRisk": 0.0,
          "ownershipLiquidityRiskPercent": 0.0,
          "ownershipLiquidityRiskContribution": 0.0,
          "nominalLiquidityRisk": 1568.609,
          "nominalLiquidityRiskPercent": 0.531,
          "nominalLiquidityRiskContribution": 61.087
        },
        "stressedLiquidityRiskScenario": {
          "totalLiquidityRisk": 3305.397,
          "totalLiquidityRiskPercent": 1.119,
          "bidAskLiquidityRisk": 981.865,
          "bidAskLiquidityRiskPercent": 0.332,
          "bidAskLiquidityRiskContribution": 29.704,
          "marketCapLiquidityRisk": 33.0,
          "marketCapLiquidityRiskPercent": 0.06,
          "marketCapLiquidityRiskContribution": 0.04,
          "pricerLiquidityRisk": 754.922,
          "pricerLiquidityRiskPercent": 0.255,
          "pricerLiquidityRiskContribution": 22.839,
          "ownershipLiquidityRisk": 142.0,
          "ownershipLiquidityRiskPercent": 0.25,
          "ownershipLiquidityRiskContribution": 0.32,
          "nominalLiquidityRisk": 1563.609,
          "nominalLiquidityRiskPercent": 0.511,
          "nominalLiquidityRiskContribution": 43.455
        },
        "highlyStressedLiquidityRiskScenario": {
          "totalLiquidityRisk": 5442.445,
          "totalLiquidityRiskPercent": 1.842,
          "bidAskLiquidityRisk": 2433.129,
          "bidAskLiquidityRiskPercent": 0.823715,
          "bidAskLiquidityRiskContribution": 44.706,
          "marketCapLiquidityRisk": 54.34,
          "marketCapLiquidityRiskPercent": 0.52,
          "marketCapLiquidityRiskContribution": 0.05,
          "pricerLiquidityRisk": 1440.706,
          "pricerLiquidityRiskPercent": 0.487,
          "pricerLiquidityRiskContribution": 26.471,
          "ownershipLiquidityRisk": 21.54,
          "ownershipLiquidityRiskPercent": 0.623,
          "ownershipLiquidityRiskContribution": 0.432,
          "nominalLiquidityRisk": 1268.609,
          "nominalLiquidityRiskPercent": 0.731,
          "nominalLiquidityRiskContribution": 23.821
        }
      },
      "timeToLiquidateMeasureValueBands": {
        "liquidateIn0to1DaysMeasureValue": 125232.0,
        "liquidateIn0to1DaysMeasureValuePercent": 10.0,
        "liquidateIn2to7DaysMeasureValue": 125232.0,
        "liquidateIn2to7DaysMeasureValuePercent": 10.0,
        "liquidateIn8to30DaysMeasureValue": 125232.0,
        "liquidateIn8to30DaysMeasureValuePercent": 10.0,
        "liquidateIn31to90DaysMeasureValue": 125232.0,
        "liquidateIn31to90DaysMeasureValuePercent": 10.0,
        "liquidateIn91to180DaysMeasureValue": 125232.0,
        "liquidateIn91to180DaysMeasureValuePercent": 10.0,
        "liquidateIn181to365DaysMeasureValue": 125232.0,
        "liquidateIn181to365DaysMeasureValuePercent": 10.0,
        "liquidateInMoreThan365DaysMeasureValue": 1253523.0,
        "liquidateInMoreThan365DaysMeasureValuePercent": 40.0
      }
    }
  }
}


Annotated Representation (XML)

Legend

<?xml version="1.0" encoding="utf-8"?>
<complianceportfolioAnalysis xmlns="http://statpro.com/2012/Revolution">
  <link rel="service"
        href="..."
        type="application/vnd.statpro.revolution.api.service+xml" />
  <link rel="portfolios-query"
        href="...?$filter={filter}&amp;$orderby={orderby}&amp;$skip={skip}&amp;$top={top}&amp;includePublishedPortfolios=false&amp;portfolioClassifierCode="
        type="application/vnd.statpro.revolution.api.portfolios+xml" />
  <link rel="self"
        href="..."
        type="application/vnd.statpro.revolution.api.compliance-total-results+xml" />
  <commitmentResults>
    <valuationDate>2014-05-13</valuationDate>
    <commitmentLeverage>155.37</commitmentLeverage>
    <grossLeverage>271.28</grossLeverage>
    <commitmentLeverageFlag>Pass</commitmentLeverageFlag>
    <grossLeverageFlag>Pass</grossLeverageFlag>
    <marketValue>291945.28</marketValue>
    <grossExposure>792000.1</grossExposure>
    <commitmentExposure>453619.5</commitmentExposure>
    <commitmentExposureAfterInterestRateNetting>453619.5</commitmentExposureAfterInterestRateNetting>
    <grossNetting>0</grossNetting>
    <grossHedging>12.2</grossHedging>
    <grossFXNetting />
    <grossExclusions>0</grossExclusions>
    <interestRateNetting>338380.59</interestRateNetting>
    <marketRiskMeasures>
      <valueAtRisk>4636.98</valueAtRisk>
      <valueAtRiskPercent>1.56</valueAtRiskPercent>
      <netEquityDelta />
      <netEquityDeltaPercent />
      <netCommodityDelta>0</netCommodityDelta>
      <netCommodityDeltaPercent>0</netCommodityDeltaPercent>
      <netFXDelta>-10.95</netFXDelta>
      <netFXDeltaPercent>-0.02</netFXDeltaPercent>
      <netCS01MeasureValueBands>
        <lessThanFiveYearsMeasureValue>-15.54</lessThanFiveYearsMeasureValue>
        <lessThanFiveYearsMeasureValuePercent>-0.005263</lessThanFiveYearsMeasureValuePercent>
        <fifteenYearsMeasureValue>-17.01</fifteenYearsMeasureValue>
        <fifteenYearsMeasureValuePercent>-0.005759</fifteenYearsMeasureValuePercent>
        <moreThanFifteenYearsMeasureValue>1.283</moreThanFifteenYearsMeasureValue>
        <moreThanFifteenYearsMeasureValuePercent>0.00043</moreThanFifteenYearsMeasureValuePercent>
      </netCS01MeasureValueBands>
      <netDV01MeasureValueBands>
        <lessThanFiveYearsMeasureValue>0.121</lessThanFiveYearsMeasureValue>
        <lessThanFiveYearsMeasureValuePercent>0.000453</lessThanFiveYearsMeasureValuePercent>
        <fifteenYearsMeasureValue>-6.8572</fifteenYearsMeasureValue>
        <fifteenYearsMeasureValuePercent>-0.0023</fifteenYearsMeasureValuePercent>
        <moreThanFifteenYearsMeasureValue>-12.902</moreThanFifteenYearsMeasureValue>
        <moreThanFifteenYearsMeasureValuePercent>-0.00436</moreThanFifteenYearsMeasureValuePercent>
      </netDV01MeasureValueBands>
      <vegaExposureMeasureValueBands>
        <currentMarketMeasureValue>0</currentMarketMeasureValue>
        <currentMarketMeasureValuePercent>0</currentMarketMeasureValuePercent>
        <marketShockedUpTenPercentMeasureValue>0</marketShockedUpTenPercentMeasureValue>
        <marketShockedUpTenPercentMeasureValuePercent>0</marketShockedUpTenPercentMeasureValuePercent>
        <marketShockedDownTenPercentMeasureValue>0</marketShockedDownTenPercentMeasureValue>
        <marketShockedDownTenPercentMeasureValuePercent>0</marketShockedDownTenPercentMeasureValuePercent>
      </vegaExposureMeasureValueBands>
    </marketRiskMeasures>
    <timeToLiquidateMeasureValueBands>
      <liquidateIn0to1DaysMeasureValue>125232</liquidateIn0to1DaysMeasureValue>
      <liquidateIn0to1DaysMeasureValuePercent>10</liquidateIn0to1DaysMeasureValuePercent>
      <liquidateIn2to7DaysMeasureValue>125232</liquidateIn2to7DaysMeasureValue>
      <liquidateIn2to7DaysMeasureValuePercent>10</liquidateIn2to7DaysMeasureValuePercent>
      <liquidateIn8to30DaysMeasureValue>125232</liquidateIn8to30DaysMeasureValue>
      <liquidateIn8to30DaysMeasureValuePercent>10</liquidateIn8to30DaysMeasureValuePercent>
      <liquidateIn31to90DaysMeasureValue>125232</liquidateIn31to90DaysMeasureValue>
      <liquidateIn31to90DaysMeasureValuePercent>10</liquidateIn31to90DaysMeasureValuePercent>
      <liquidateIn91to180DaysMeasureValue>125232</liquidateIn91to180DaysMeasureValue>
      <liquidateIn91to180DaysMeasureValuePercent>10</liquidateIn91to180DaysMeasureValuePercent>
      <liquidateIn181to365DaysMeasureValue>125232</liquidateIn181to365DaysMeasureValue>
      <liquidateIn181to365DaysMeasureValuePercent>10</liquidateIn181to365DaysMeasureValuePercent>
      <liquidateInMoreThan365DaysMeasureValue>1253523</liquidateInMoreThan365DaysMeasureValue>
      <liquidateInMoreThan365DaysMeasureValuePercent>40</liquidateInMoreThan365DaysMeasureValuePercent>
    </timeToLiquidateMeasureValueBands>
  </commitmentResults>
  <UCITSResults>
    <valuationDate>2014-05-13</valuationDate>
    <valueAtRisk>4636.98</valueAtRisk>
    <valueAtRiskPercent>1.56</valueAtRiskPercent>
    <UCITSLeverage>136.559931</UCITSLeverage>
    <UCITSVarFlag>Pass</UCITSVarFlag>
    <UCITSLeverageFlag>Pass</UCITSLeverageFlag>
    <relativeValueAtRiskRatioPercent />
    <referencePortfolioValueAtRisk />
    <referencePortfolioValueAtRiskPercent />
    <marketValueCoveredPercent>96.945</marketValueCoveredPercent>
    <UCITSCoverageFlag>Pass</UCITSCoverageFlag>
    <marketValueComputableAssets>295384.88</marketValueComputableAssets>
    <marketValueAllAssetsRisk>291945.28</marketValueAllAssetsRisk>
    <expectedShortfall>4839.99</expectedShortfall>
    <expectedShortfallPercent>1.63</expectedShortfallPercent>
    <expectedUpside>4971.29</expectedUpside>
    <expectedUpsidePercent>1.682</expectedUpsidePercent>
    <expectedVolatility />
    <expectedVolatilityPercent />
    <diversificationGrade>60.241</diversificationGrade>
    <stressTesting>
      <stressTestFlag>Pass</stressTestFlag>
      <stressTests>
        <stressTest>
          <code>SP_HistoricST01</code>
          <name>9/11 Terrorist Attack Sep-10-2001 to Sep-21-2001</name>
          <changeInValue>2989.372</changeInValue>
          <changeInValuePercent>1.012026</changeInValuePercent>
        </stressTest>
        <stressTest>
          <code>SP_HistoricST08</code>
          <name>Black October Sep 9 2008  to Oct 13 2008</name>
          <changeInValue>-8759.53</changeInValue>
          <changeInValuePercent>-2.965</changeInValuePercent>
        </stressTest>
      </stressTests>
    </stressTesting>
    <liquidityRisk>
      <liquidityRiskPercent>1.84</liquidityRiskPercent>
      <liquidityRiskFlag>Breach</liquidityRiskFlag>
      <normalLiquidityRiskScenario>
        <totalLiquidityRisk>2567.794</totalLiquidityRisk>
        <totalLiquidityRiskPercent>0.869</totalLiquidityRiskPercent>
        <bidAskLiquidityRisk>545.857</bidAskLiquidityRisk>
        <bidAskLiquidityRiskPercent>0.184</bidAskLiquidityRiskPercent>
        <bidAskLiquidityRiskContribution>21.257</bidAskLiquidityRiskContribution>
        <marketCapLiquidityRisk>0</marketCapLiquidityRisk>
        <marketCapLiquidityRiskPercent>0</marketCapLiquidityRiskPercent>
        <marketCapLiquidityRiskContribution>0</marketCapLiquidityRiskContribution>
        <pricerLiquidityRisk>453.327</pricerLiquidityRisk>
        <pricerLiquidityRiskPercent>0.153</pricerLiquidityRiskPercent>
        <pricerLiquidityRiskContribution>17.654</pricerLiquidityRiskContribution>
        <ownershipLiquidityRisk>0</ownershipLiquidityRisk>
        <ownershipLiquidityRiskPercent>0</ownershipLiquidityRiskPercent>
        <ownershipLiquidityRiskContribution>0</ownershipLiquidityRiskContribution>
        <nominalLiquidityRisk>1568.609</nominalLiquidityRisk>
        <nominalLiquidityRiskPercent>0.531</nominalLiquidityRiskPercent>
        <nominalLiquidityRiskContribution>61.087</nominalLiquidityRiskContribution>
      </normalLiquidityRiskScenario>
      <stressedLiquidityRiskScenario>
        <totalLiquidityRisk>3305.397</totalLiquidityRisk>
        <totalLiquidityRiskPercent>1.119</totalLiquidityRiskPercent>
        <bidAskLiquidityRisk>981.865</bidAskLiquidityRisk>
        <bidAskLiquidityRiskPercent>0.332</bidAskLiquidityRiskPercent>
        <bidAskLiquidityRiskContribution>29.704</bidAskLiquidityRiskContribution>
        <marketCapLiquidityRisk>33</marketCapLiquidityRisk>
        <marketCapLiquidityRiskPercent>0.06</marketCapLiquidityRiskPercent>
        <marketCapLiquidityRiskContribution>0.04</marketCapLiquidityRiskContribution>
        <pricerLiquidityRisk>754.922</pricerLiquidityRisk>
        <pricerLiquidityRiskPercent>0.255</pricerLiquidityRiskPercent>
        <pricerLiquidityRiskContribution>22.839</pricerLiquidityRiskContribution>
        <ownershipLiquidityRisk>142</ownershipLiquidityRisk>
        <ownershipLiquidityRiskPercent>0.25</ownershipLiquidityRiskPercent>
        <ownershipLiquidityRiskContribution>0.32</ownershipLiquidityRiskContribution>
        <nominalLiquidityRisk>1563.609</nominalLiquidityRisk>
        <nominalLiquidityRiskPercent>0.511</nominalLiquidityRiskPercent>
        <nominalLiquidityRiskContribution>43.455</nominalLiquidityRiskContribution>
      </stressedLiquidityRiskScenario>
      <highlyStressedLiquidityRiskScenario>
        <totalLiquidityRisk>5442.445</totalLiquidityRisk>
        <totalLiquidityRiskPercent>1.842</totalLiquidityRiskPercent>
        <bidAskLiquidityRisk>2433.129</bidAskLiquidityRisk>
        <bidAskLiquidityRiskPercent>0.823715</bidAskLiquidityRiskPercent>
        <bidAskLiquidityRiskContribution>44.706</bidAskLiquidityRiskContribution>
        <marketCapLiquidityRisk>54.34</marketCapLiquidityRisk>
        <marketCapLiquidityRiskPercent>0.52</marketCapLiquidityRiskPercent>
        <marketCapLiquidityRiskContribution>0.05</marketCapLiquidityRiskContribution>
        <pricerLiquidityRisk>1440.706</pricerLiquidityRisk>
        <pricerLiquidityRiskPercent>0.487</pricerLiquidityRiskPercent>
        <pricerLiquidityRiskContribution>26.471</pricerLiquidityRiskContribution>
        <ownershipLiquidityRisk>21.54</ownershipLiquidityRisk>
        <ownershipLiquidityRiskPercent>0.623</ownershipLiquidityRiskPercent>
        <ownershipLiquidityRiskContribution>0.432</ownershipLiquidityRiskContribution>
        <nominalLiquidityRisk>1268.609</nominalLiquidityRisk>
        <nominalLiquidityRiskPercent>0.731</nominalLiquidityRiskPercent>
        <nominalLiquidityRiskContribution>23.821</nominalLiquidityRiskContribution>
      </highlyStressedLiquidityRiskScenario>
    </liquidityRisk>
    <timeToLiquidateMeasureValueBands>
      <liquidateIn0to1DaysMeasureValue>125232</liquidateIn0to1DaysMeasureValue>
      <liquidateIn0to1DaysMeasureValuePercent>10</liquidateIn0to1DaysMeasureValuePercent>
      <liquidateIn2to7DaysMeasureValue>125232</liquidateIn2to7DaysMeasureValue>
      <liquidateIn2to7DaysMeasureValuePercent>10</liquidateIn2to7DaysMeasureValuePercent>
      <liquidateIn8to30DaysMeasureValue>125232</liquidateIn8to30DaysMeasureValue>
      <liquidateIn8to30DaysMeasureValuePercent>10</liquidateIn8to30DaysMeasureValuePercent>
      <liquidateIn31to90DaysMeasureValue>125232</liquidateIn31to90DaysMeasureValue>
      <liquidateIn31to90DaysMeasureValuePercent>10</liquidateIn31to90DaysMeasureValuePercent>
      <liquidateIn91to180DaysMeasureValue>125232</liquidateIn91to180DaysMeasureValue>
      <liquidateIn91to180DaysMeasureValuePercent>10</liquidateIn91to180DaysMeasureValuePercent>
      <liquidateIn181to365DaysMeasureValue>125232</liquidateIn181to365DaysMeasureValue>
      <liquidateIn181to365DaysMeasureValuePercent>10</liquidateIn181to365DaysMeasureValuePercent>
      <liquidateInMoreThan365DaysMeasureValue>1253523</liquidateInMoreThan365DaysMeasureValue>
      <liquidateInMoreThan365DaysMeasureValuePercent>40</liquidateInMoreThan365DaysMeasureValuePercent>
    </timeToLiquidateMeasureValueBands>
  </UCITSResults>
</complianceportfolioAnalysis>


Last updated: June 2017


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