StatPro Revolution Web API


The Portfolio Analysis Resource


Overview

The Portfolio Analysis resource represents an analysis of one of the identified user's portfolios. The portfolio in question may be owned by the user, or may be owned by another user and shared to the identified user. The resource contains basic information about the portfolio, analysis-specific information and information about the calculation (or execution) of that analysis. If the analysis has finished being calculated, then the resource exposes links to further resources that contain the analysis's results data.

The web service optionally exposes the default analysis of a portfolio. As long as the portfolio has been shared to the user with at least view rights, then the default analysis will be available. The web service also optionally exposes a Compliance Portfolio Analysis if the portfolio has been activated for compliance. Revolution's desktop website exposes other analyses in addition to the default and compliance analysis; for example, there is an analysis that is used for report generation. There are also analyses affording access to signed-off or awaiting signed-off results. See the Awaiting Sign-Off Portfolio Analysis and the Signed-Off Portfolio Analysis resources for further details. The default analysis is used by the website for normal on-screen display of results when the portfolio has been shared with at least view rights. If the portfolio has only been shared with publish rights then the website will use the signed-off analysis for on-screen display. The compliance analysis is used for the display of on-screen results exclusively in the Compliance section of the website (refer to the Compliance Portfolio Analysis resource page for further details). Any Platinum portfolios will additionally expose a link to an Interactive Risk Analysis allowing queries to be formed which trigger on-the-fly calculations of a large variety of different risk related analytics (refer to the Interactive Risk Analysis resource page for further details).

The web service can be asked for the latest default portfolio analysis, or the last successful. Refer to the documentation for the default-portfolio-analysis link relation for more details. Resource representations indicate whether the returned resource is the latest available, or the last successful.

A portfolio analysis's status is important. It indicates whether the calculation of the analysis is in progress, has finished, has failed, or whether no results are available. If the analysis is in progress then it will become either finished or failed at some point in the future. Re-request the resource periodically (say once every three seconds) to determine its final status.

If a portfolio analysis has finished (with or without messages), then analysis results are available, and returned representations will include links to the Segments Tree Node, Whole Segments Tree, Time Series and Multiple OCP Time Series resources that contain the analysis's segments, securities, measures and time series data.

If a portfolio analysis has failed, then no analysis results are available. Instead the returned representation will include one or more error messages detailing why the analysis failed. The only exceptions to this are the Interactive Risk Analysis and Interactive Statistics Analysis which are available regardless of the portfolio analysis's status. This is because these resources enable a new calculation on-the-fly and don't depend on any previously calculated results.

If a portfolio analysis's status indicates that no results are available, then no results can be calculated given the current state of the portfolio and/or its default analysis. It may be that the portfolio has been recently created, and currently has no holdings. Alternatively, previous results may have expired and been removed from the system. In this case the user hasn't logged in to the Revolution desktop website for a while, and will need to do so in order to trigger a recalculation of his/her portfolio analyses. (Note that the Web API is not able to trigger analysis recalculations.)


Media types

The Portfolio Analysis resource is exposed via XML and JSON representations, which have the following media type names:-

application/vnd.statpro.revolution.api.portfolio-analysis+json

application/vnd.statpro.revolution.api.portfolio-analysis+xml

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

Content-Type: application/vnd.statpro.revolution.api.portfolio-analysis+json; charset=utf-8

Content-Type: application/vnd.statpro.revolution.api.portfolio-analysis+xml; charset=utf-8


Related resources

The Portfolio Analysis resource always links to the Service, Porfolios, Portfolio Analysis Controller and Interactive Statistics Analysis resources (and to itself). If the portfolio is a Platinum portfolio, then it will additionally expose a link to the Interactive Risk Analysis resource. If the portfolio analysis has finished then analysis results are available, and the resource will also link to the Segments Tree Node, Whole Segments Tree, Time Series and Multiple OCP Time Series resources. To do so, its resource representations use link relations:-

  • self
  • service
  • portfolios-query
  • portfolio-analysis-controller-query
  • segments-tree-root-node-query
  • whole-segments-tree-query
  • time-series-query
  • multiple-ocp-time-series-query
  • interactive-risk-analysis-query
  • interactive-statistics-analysis-query
  • historical-risk-trends
  • liquidity-risk-history

The self link relation identifies the link to the current Portfolio Analysis resource. Use this link to poll for availability of results (or calculation failure) if the current status indicates that the analysis is in-progress.

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.

The portfolio-analysis-controller-query link relation identifies the link that supports triggering actions on portfolio analyses (currently allows triggering custom time period portfolio analyses).

The interactive-risk-analysis-query link relation identifies the link that allows a new query for performing an on-the-fly interactive risk calculation to be made.

The segments-tree-root-node-query link relation identifies the link that allows a client application to extract segments, securities and measures from the Segments Tree via a query that starts at the tree's root node.

The whole-segments-tree-query link relation identifies the link that allows a client application to extract segments, securities and measures from (potentially) the whole of the Segments Tree, without having to query for each node.

The time-series-query link relation identifies the link that allows a client application to extract time series data for one or more measures for the Total segment. (Links to time series data for other segments are exposed by the Segments Tree Node resource.)

The multiple-ocp-time-series-query link relation identifies the link that allows a client application to query for Overall Custom Period (OCP) time series data for multiple segments, multiple measures and multiple time periods.

The interactive-statistics-analysis-query link relation identifies the link that allows a new query for performing on-the-fly interactive statistics calculations to be made.

The historical-risk-trends link relation identifies the Historical Risk Trends resource link.

The liquidity-risk-history link relation identifies the Liquidity Risk History resource link. Availability is limited to Platinum portfolios.

All related resources are accessed using the HTTP GET method, with the exception of the following which are accessed via the POST method:

  • multiple-ocp-time-series-query
  • interactive-risk-analysis-query
  • interactive-statistics-analysis-query
  • portfolio-analysis-controller-query


Update history

  • The property securityAllocationClassifiers is now available - October 2017
  • The properties investmentRegion and investmentStrategy are now available - August 2017.
  • Added link to request custom time period portfolio analysis calculations - June 2017.
  • The Historical Risk Trends resource is now available for all portfolios - June 2017.
  • The Liquidity Risk History is now available for Platinum portfolios - June 2017.
  • Added link to request interactive statistics analysis calculations - Mar 2017
  • The following properties have been added - December 2016:
    • analysis -> statisticsSampleType
    • analysis -> statisticsMinimumSampleSize
    • analysis -> risk -> exponentialDecayFactor
    • analysis -> risk -> riskFactorHistory
    • analysis -> benchmarks -> id
    • analysis -> benchmarks -> marketValueMode
    • analysis -> benchmarks -> rescalingMode
  • The "earliestDate" property has been added - February 2016
  • The "useLogReturns" property has been added - November 2015
  • The "id" property has been added to the classifiers - November 2015
  • The analysis "code" property has been introduced - August 2015.
  • The benchmark "code" and "description" properties have been introduced - August 2015.
  • The Interactive Risk Analysis resource is now available for Platinum portfolios - August 2015.
  • The default portfolio analysis is no longer always present if the portfolio has been shared to the user with publish rights - December 2014
  • The resource now exposes links with the whole-segments-tree-query and multiple-ocp-time-series-query link relations for finished analyses - September 2014
  • eula link relation removed - September 2013
  • Initial Version - February 2013

Annotated Representations (JSON)

Legend

Status = Failed

{
  "portfolioAnalysis": {
    "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"
      },
      "interactiveStatisticsAnalysisQuery": {
        "rel": "interactive-statistics-analysis-query",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.interactive-statistics-analysis+json"
      },
      "portfolioAnalysisControllerQuery": {
        "rel": "portfolio-analysis-controller-query",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-analysis-controller+json"
      },
      "customTimePeriodPortfolioAnalysis": {
        "rel": "custom-time-period-portfolio-analysis",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.custom-time-period-portfolio-analysis+json"
      },
      "LiquidityRiskHistory": {
        "rel": "liquidity-risk-history",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-liquidity-risk-history+json"
      },
      "historicalRiskTrends": {
        "rel": "historical-risk-trends",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-historical-risk-trends+json"
      },
      "self": {
        "rel": "self",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-analysis+json"
      }
    },
    "name": "Portfolio 5",
    "id": "e35a6fa2-583c-4479-9182-90056f7a1d4e",
    "code": "P5",
    "owner": "John Smith",
    "portfolioType": "Professional",
    "portfolioTier": "Gold",
    "investmentType": "Equity",
    "investmentRegion": "Global",
    "investmentStrategy": "Growth and Income",
    "analysis": {
      "code": "XYZ5S",
      "isDefault": true,
      "version": "Latest",
      "currency": "GBP",
      "statisticsFrequency": "Monthly",
      "statisticsSampleType": "FullPopulation",
      "statisticsMinimumSampleSize": 2,
      "useLogReturns": false,
      "earliestDate": "InceptionDate",
      "risk": {
        "horizon": 1,
        "percentile": 0.952,
        "riskFactorHistory": 730
      },
      "benchmarks": [
        {
          "id": "6cd499a7-0926-4e24-b288-d222ce2b3980",
          "name": "Custom Test Benchmark",
          "type": "Portfolio",
          "code": "CUSTTESTBM",
          "description": "This is a custom benchmark designed specifically for Portfolio 5",
          "rescalingMode": "Rescaled"
        }
      ],
      "riskFreeRate": {
        "id": "2ab40b01-396d-4de5-9d59-d0426739cedd",
        "name": "LIBOR 1M (GBP)",
        "code": "RTIB_GBP_1M_0"
      },
      "classifiers": {
        "classifier1": {
          "id": "5988C40D-0479-4F2C-95BD-5167F9B90390",
          "name": "GICS Sector"
        },
        "classifier2": {
          "id": "BD233AD6-4931-4811-9A2B-9A3902CCD268",
          "name": "Asset Class"
        },
        "classifier3": {
          "id": "E07468B5-667F-4ABD-9890-9C07380B8C9B",
          "name": "Country"
        },
        "fixedIncomeClassifier2": {
          "id": "CF3E043C-76CE-4CB8-A17D-DC1283F0FB2F",
          "name": "Country"
        },
        "fixedIncomeClassifier3": {
          "id": "745AD1D8-DEC0-40F0-B4F9-2DD11188EC56",
          "name": "Maturity"
        }
      },
      "securityAllocationClassifiers": {
        "securityAllocationClassifier1": {
          "id": "bd233ad6-4931-4811-9a2b-9a3902ccd268",
          "name": "Detailed Asset Class"
        },
        "securityAllocationClassifier2": {
          "id": "2fec43c7-490a-4481-9b8e-78f09ae4cd77",
          "name": "Region"
        }
      },
      "status": "FailedWithErrors",
      "errors": [
        "The benchmark was not found."
      ]
    }
  }
}

Status = Finished

{
  "portfolioAnalysis": {
    "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"
      },
      "interactiveStatisticsAnalysisQuery": {
        "rel": "interactive-statistics-analysis-query",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.interactive-statistics-analysis+json"
      },
      "portfolioAnalysisControllerQuery": {
        "rel": "portfolio-analysis-controller-query",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-analysis-controller+json"
      },
      "customTimePeriodPortfolioAnalysis": {
        "rel": "custom-time-period-portfolio-analysis",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.custom-time-period-portfolio-analysis+json"
      },
      "LiquidityRiskHistory": {
        "rel": "liquidity-risk-history",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-liquidity-risk-history+json"
      },
      "historicalRiskTrends": {
        "rel": "historical-risk-trends",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-historical-risk-trends+json"
      },
      "self": {
        "rel": "self",
        "href": "...",
        "type": "application/vnd.statpro.revolution.api.portfolio-analysis+json"
      }
    },
    "name": "Portfolio 5",
    "id": "e35a6fa2-583c-4479-9182-90056f7a1d4e",
    "code": "P5",
    "owner": "John Smith",
    "portfolioType": "Professional",
    "portfolioTier": "Gold",
    "investmentType": "Equity",
    "investmentRegion": "Global",
    "investmentStrategy": "Growth and Income",
    "analysis": {
      "code": "XYZ5S",
      "isDefault": true,
      "version": "Latest",
      "currency": "GBP",
      "statisticsFrequency": "Monthly",
      "statisticsSampleType": "FullPopulation",
      "statisticsMinimumSampleSize": 2,
      "useLogReturns": false,
      "earliestDate": "EarliestHoldingsDate",
      "risk": {
        "horizon": 1,
        "percentile": 0.952,
        "riskFactorHistory": 730,
        "exponentialDecayFactor": 0.95
      },
      "benchmarks": [
        {
          "id": "6cd499a7-0926-4e24-b288-d222ce2b3980",
          "name": "StatPro UK 100",
          "type": "Constituent",
          "code": "STUK100",
          "description": "The UK's largest 100 companies.",
          "marketValueMode": "Exposure"
        }
      ],
      "riskFreeRate": {
        "id": "2ab40b01-396d-4de5-9d59-d0426739cedd",
        "name": "LIBOR 1M (GBP)",
        "code": "RTIB_GBP_1M_0"
      },
      "classifiers": {
        "classifier1": {
          "id": "5988C40D-0479-4F2C-95BD-5167F9B90390",
          "name": "GICS Sector"
        },
        "classifier2": {
          "id": "BD233AD6-4931-4811-9A2B-9A3902CCD268",
          "name": "Asset Class"
        },
        "classifier3": {
          "id": "E07468B5-667F-4ABD-9890-9C07380B8C9B",
          "name": "Country"
        },
        "fixedIncomeClassifier2": {
          "id": "CF3E043C-76CE-4CB8-A17D-DC1283F0FB2F",
          "name": "Country"
        },
        "fixedIncomeClassifier3": {
          "id": "745AD1D8-DEC0-40F0-B4F9-2DD11188EC56",
          "name": "Maturity"
        }
      },
      "securityAllocationClassifiers": {
        "securityAllocationClassifier1": {
          "id": "bd233ad6-4931-4811-9a2b-9a3902ccd268",
          "name": "Detailed Asset Class"
        },
        "securityAllocationClassifier2": {
          "id": "2fec43c7-490a-4481-9b8e-78f09ae4cd77",
          "name": "Region"
        }
      },
      "status": "FinishedWithMessages",
      "messages": [
        "Prices for security 'ARCELORMITTAL SA,ISIN 'LU0323134006' ' only start from 2007-11-15.  The security will be included from this date onwards.",
        "Prices on at least one date were missing for security 'WHEAT 2012-12-14'.  The security was excluded from the analysis."
      ],
      "results": {
        "timeStamp": "2012-09-22T15:38:20Z",
        "timePeriods": [
          {
            "code": "Earliest",
            "name": "Earliest",
            "startDate": "2005-01-03",
            "endDate": "2012-09-21"
          },
          {
            "code": "3Y",
            "name": "3 Years",
            "startDate": "2009-09-21",
            "endDate": "2012-09-21"
          },
          {
            "code": "2Y",
            "name": "2 Years",
            "startDate": "2010-09-21",
            "endDate": "2012-09-21"
          },
          {
            "code": "1Y",
            "name": "1 Year",
            "startDate": "2011-09-21",
            "endDate": "2012-09-21"
          },
          {
            "code": "YTD",
            "name": "Year To Date",
            "startDate": "2011-12-30",
            "endDate": "2012-09-21"
          },
          {
            "code": "6M",
            "name": "6 Months",
            "startDate": "2012-03-21",
            "endDate": "2012-09-21"
          },
          {
            "code": "3M",
            "name": "3 Months",
            "startDate": "2012-06-21",
            "endDate": "2012-09-21"
          },
          {
            "code": "1M",
            "name": "1 Month",
            "startDate": "2012-08-21",
            "endDate": "2012-09-21"
          },
          {
            "code": "1W",
            "name": "1 Week",
            "startDate": "2012-09-14",
            "endDate": "2012-09-21"
          },
          {
            "code": "1D",
            "name": "1 Day",
            "startDate": "2012-09-20",
            "endDate": "2012-09-21"
          }
        ],
        "links": {
          "segmentsTreeRootNodeQuery": {
            "rel": "segments-tree-root-node-query",
            "href": "...?timePeriods={timePeriodsList}&include={dataToInclude}&measures={measuresList}&includeMeasuresFor={measuresFor}&$filter={filter}&$orderby={orderby}&$skip={skip}&$top={top}",
            "type": "application/vnd.statpro.revolution.api.segments-tree-node+json"
          },
          "timeSeriesQuery": {
            "rel": "time-series-query",
            "href": "...?measures={measuresList}&startDate={startDate}&endDate={endDate}&seriesType={seriesType}",
            "type": "application/vnd.statpro.revolution.api.time-series+json"
          },
          "wholeSegmentsTreeQuery": {
            "rel": "whole-segments-tree-query",
            "href": "...?timePeriods={timePeriodsList}&measures={measuresList}&include={dataToInclude}",
            "type": "application/vnd.statpro.revolution.api.whole-segments-tree+csv"
          },
          "multipleOcpTimeSeriesQuery": {
            "rel": "multiple-ocp-time-series-query",
            "href": "...",
            "type": "application/vnd.statpro.revolution.api.multiple-ocp-time-series+json"
          }
        }
      }
    }
  }
}


Annotated Representations (XML)

Legend

Status = Failed

<?xml version="1.0" encoding="utf-8"?>
<portfolioAnalysis 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="interactive-statistics-analysis-query"
        href="..."
        type="application/vnd.statpro.revolution.api.interactive-statistics-analysis+xml" />
  <link rel="portfolio-analysis-controller-query"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-analysis-controller+xml" />
  <link rel="custom-time-period-portfolio-analysis"
        href="..."
        type="application/vnd.statpro.revolution.api.custom-time-period-portfolio-analysis+xml" />
  <link rel="liquidity-risk-history"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-liquidity-risk-history+xml" />
  <link rel="historical-risk-trends"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-historical-risk-trends+xml" />
  <link rel="self"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-analysis+xml" />
  <name>Portfolio 5</name>
  <id>e35a6fa2-583c-4479-9182-90056f7a1d4e</id>
  <code>P5</code>
  <owner>John Smith</owner>
  <portfolioType>Professional</portfolioType>
  <portfolioTier>Gold</portfolioTier>
  <investmentType>Equity</investmentType>
  <investmentRegion>Global</investmentRegion>
  <investmentStrategy>Growth and Income</investmentStrategy>
  <analysis isDefault="true" version="Latest">
    <code>XYZ5S</code>
    <currency>GBP</currency>
    <statisticsFrequency>Monthly</statisticsFrequency>
    <statisticsSampleType>FullPopulation</statisticsSampleType>
    <statisticsMinimumSampleSize>2</statisticsMinimumSampleSize>
    <useLogReturns>false</useLogReturns>
    <earliestDate>InceptionDate</earliestDate>
    <risk>
      <horizon>1</horizon>
      <percentile>0.952</percentile>
      <riskFactorHistory>730</riskFactorHistory>
    </risk>
    <benchmarks>
      <benchmark>
        <id>6cd499a7-0926-4e24-b288-d222ce2b3980</id>
        <name>Custom Test Benchmark</name>
        <type>Portfolio</type>
        <code>CUSTTESTBM</code>
        <description>This is a custom benchmark designed specifically for Portfolio 5</description>
        <rescalingMode>Rescaled</rescalingMode>
      </benchmark>
    </benchmarks>
    <riskFreeRate>
      <id>2ab40b01-396d-4de5-9d59-d0426739cedd</id>
      <name>LIBOR 1M (GBP)</name>
      <code>RTIB_GBP_1M_0</code>
    </riskFreeRate>
    <classifiers>
      <classifier1>
        <id>5988C40D-0479-4F2C-95BD-5167F9B90390</id>
        <name>GICS Sector</name>
      </classifier1>
      <classifier2>
        <id>BD233AD6-4931-4811-9A2B-9A3902CCD268</id>
        <name>Asset Class</name>
      </classifier2>
      <classifier3>
        <id>E07468B5-667F-4ABD-9890-9C07380B8C9B</id>
        <name>Country</name>
      </classifier3>
      <fixedIncomeClassifier2>
        <id>CF3E043C-76CE-4CB8-A17D-DC1283F0FB2F</id>
        <name>Country</name>
      </fixedIncomeClassifier2>
      <fixedIncomeClassifier3>
        <id>745AD1D8-DEC0-40F0-B4F9-2DD11188EC56</id>
        <name>Maturity</name>
      </fixedIncomeClassifier3>
    </classifiers>
    <securityAllocationClassifiers>
      <securityAllocationClassifier1>
        <id>bd233ad6-4931-4811-9a2b-9a3902ccd268</id>
        <name>Detailed Asset Class</name>
      </securityAllocationClassifier1>
      <securityAllocationClassifier2>
        <id>2fec43c7-490a-4481-9b8e-78f09ae4cd77</id>
        <name>Region</name>
      </securityAllocationClassifier2>
    </securityAllocationClassifiers>
    <status>FailedWithErrors</status>
    <errors>
      <error>The benchmark was not found.</error>
    </errors>
  </analysis>
</portfolioAnalysis>

Status = Finished

<?xml version="1.0" encoding="utf-8"?>
<portfolioAnalysis 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="interactive-statistics-analysis-query"
        href="..."
        type="application/vnd.statpro.revolution.api.interactive-statistics-analysis+xml" />
  <link rel="portfolio-analysis-controller-query"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-analysis-controller+xml" />
  <link rel="custom-time-period-portfolio-analysis"
        href="..."
        type="application/vnd.statpro.revolution.api.custom-time-period-portfolio-analysis+xml" />
  <link rel="liquidity-risk-history"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-liquidity-risk-history+xml" />
  <link rel="historical-risk-trends"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-historical-risk-trends+xml" />
  <link rel="self"
        href="..."
        type="application/vnd.statpro.revolution.api.portfolio-analysis+xml" />
  <name>Portfolio 5</name>
  <id>e35a6fa2-583c-4479-9182-90056f7a1d4e</id>
  <code>P5</code>
  <owner>John Smith</owner>
  <portfolioType>Professional</portfolioType>
  <portfolioTier>Gold</portfolioTier>
  <investmentType>Equity</investmentType>
  <investmentRegion>Global</investmentRegion>
  <investmentStrategy>Growth and Income</investmentStrategy>
  <analysis isDefault="true" version="Latest">
    <code>XYZ5S</code>
    <currency>GBP</currency>
    <statisticsFrequency>Monthly</statisticsFrequency>
    <statisticsSampleType>FullPopulation</statisticsSampleType>
    <statisticsMinimumSampleSize>2</statisticsMinimumSampleSize>
    <useLogReturns>false</useLogReturns>
    <earliestDate>EarliestHoldingsDate</earliestDate>
    <risk>
      <horizon>1</horizon>
      <percentile>0.952</percentile>
      <riskFactorHistory>730</riskFactorHistory>
      <exponentialDecayFactor>0.95</exponentialDecayFactor>
    </risk>
    <benchmarks>
      <benchmark>
        <id>6cd499a7-0926-4e24-b288-d222ce2b3980</id>
        <name>StatPro UK 100</name>
        <type>Constituent</type>
        <code>STUK100</code>
        <description>The UK's largest 100 companies.</description>
        <marketValueMode>Exposure</marketValueMode>
      </benchmark>
    </benchmarks>
    <riskFreeRate>
      <id>2ab40b01-396d-4de5-9d59-d0426739cedd</id>
      <name>LIBOR 1M (GBP)</name>
      <code>RTIB_GBP_1M_0</code>
    </riskFreeRate>
    <classifiers>
      <classifier1>
        <id>5988C40D-0479-4F2C-95BD-5167F9B90390</id>
        <name>GICS Sector</name>
      </classifier1>
      <classifier2>
        <id>BD233AD6-4931-4811-9A2B-9A3902CCD268</id>
        <name>Asset Class</name>
      </classifier2>
      <classifier3>
        <id>E07468B5-667F-4ABD-9890-9C07380B8C9B</id>
        <name>Country</name>
      </classifier3>
      <fixedIncomeClassifier2>
        <id>CF3E043C-76CE-4CB8-A17D-DC1283F0FB2F</id>
        <name>Country</name>
      </fixedIncomeClassifier2>
      <fixedIncomeClassifier3>
        <id>745AD1D8-DEC0-40F0-B4F9-2DD11188EC56</id>
        <name>Maturity</name>
      </fixedIncomeClassifier3>
    </classifiers>
    <securityAllocationClassifiers>
      <securityAllocationClassifier1>
        <id>bd233ad6-4931-4811-9a2b-9a3902ccd268</id>
        <name>Detailed Asset Class</name>
      </securityAllocationClassifier1>
      <securityAllocationClassifier2>
        <id>2fec43c7-490a-4481-9b8e-78f09ae4cd77</id>
        <name>Region</name>
      </securityAllocationClassifier2>
    </securityAllocationClassifiers>
    <status>FinishedWithMessages</status>
    <messages>
      <message>Prices for security 'ARCELORMITTAL SA,ISIN 'LU0323134006' ' only start from 2007-11-15.  The security will be included from this date onwards.</message>
      <message>Prices on at least one date were missing for security 'WHEAT 2012-12-14'.  The security was excluded from the analysis.</message>
    </messages>
    <results>
      <timeStamp>2012-09-22T15:38:20Z</timeStamp>
      <timePeriods>
        <period>
          <code>Earliest</code>
          <name>Earliest</name>
          <startDate>2005-01-03</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>3Y</code>
          <name>3 Years</name>
          <startDate>2009-09-21</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>2Y</code>
          <name>2 Years</name>
          <startDate>2010-09-21</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>1Y</code>
          <name>1 Year</name>
          <startDate>2011-09-21</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>YTD</code>
          <name>Year To Date</name>
          <startDate>2011-12-30</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>6M</code>
          <name>6 Months</name>
          <startDate>2012-03-21</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>3M</code>
          <name>3 Months</name>
          <startDate>2012-06-21</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>1M</code>
          <name>1 Month</name>
          <startDate>2012-08-21</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>1W</code>
          <name>1 Week</name>
          <startDate>2012-09-14</startDate>
          <endDate>2012-09-21</endDate>
        </period>
        <period>
          <code>1D</code>
          <name>1 Day</name>
          <startDate>2012-09-20</startDate>
          <endDate>2012-09-21</endDate>
        </period>
      </timePeriods>
      <link rel="segments-tree-root-node-query"
            href="...?timePeriods={timePeriodsList}&amp;include={dataToInclude}&amp;measures={measuresList}&amp;includeMeasuresFor={measuresFor}&amp;$filter={filter}&amp;$orderby={orderby}&amp;$skip={skip}&amp;$top={top}"
            type="application/vnd.statpro.revolution.api.segments-tree-node+xml" />
      <link rel="time-series-query"
            href="...?measures={measuresList}&amp;startDate={startDate}&amp;endDate={endDate}&amp;seriesType={seriesType}"
            type="application/vnd.statpro.revolution.api.time-series+xml" />
      <link rel="whole-segments-tree-query"
            href="...?timePeriods={timePeriodsList}&amp;measures={measuresList}&amp;include={dataToInclude}"
            type="application/vnd.statpro.revolution.api.whole-segments-tree+csv" />
      <link rel="multiple-ocp-time-series-query"
            href="..."
            type="application/vnd.statpro.revolution.api.multiple-ocp-time-series+xml" />
    </results>
  </analysis>
</portfolioAnalysis>


Last updated: October 2017


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