TimeWeightedPerformance
OpenApi time weighted data contract
-
| Name |
Type |
Description |
|
AccumulatedPerformanceSparklineImageLinks
|
Link [] |
A collection of links to sparkline images for this performance calculatin.
|
|
AccumulatedTimeWeightedTimeSeries
|
TimeSeries |
The accumulated time weighted time series.
|
|
MonthlyReturnTimeSeries
|
TimeSeries |
The monthly return time series.
|
|
PerformanceFraction
|
Decimal |
The accumulated performance fraction that is associated with the time series.
|
|
PerformanceKeyFigures
|
PerformanceKeyFigures |
Key performance figures for the account.
|
|
YearlyReturnTimeSeries
|
TimeSeries |
The yearly time weighted return time series.
|
Example
{
"AccumulatedTimeWeightedTimeSeries": [
{
"Date": "2016-03-25",
"Value": 0.0
}
],
"MonthlyReturnTimeSeries": [
{
"Date": "2016-03-25",
"Value": 0.0
}
],
"PerformanceFraction": -1.0,
"PerformanceKeyFigures": {
"ClosedTradesCount": 0,
"DrawdownReport": {
"Drawdowns": [
{
"DaysCount": 3,
"DepthInPercent": 1.0,
"FromDate": "2016-08-05",
"ThruDate": "2016-08-08"
}
],
"MaxDaysInDrawdownFromTop10Drawdowns": 3
},
"LosingDaysFraction": 0.03,
"MaxDrawDownFraction": 1.0,
"ReturnFraction": -1.0,
"SampledStandardDeviation": 0.0618018874919214,
"SharpeRatio": -0.952069751000777,
"SortinoRatio": -0.0591710418985739
},
"YearlyReturnTimeSeries": [
{
"Date": "2016-03-25",
"Value": 0.0
}
]
}