Provides an overview of how performance is allocated across asset types and instruments.
| Name | Type | Description |
|---|---|---|
| TradesPerAssetType | TradesPerAssetType | The allocation of trades grouped by trade asset type. |
| TradesPerETFCategoryType | TradesPerAssetType | The allocation trades grouped by ETF category type: Developed Equity, Emerging Equity etc. |
| TradesPerInstrument | TradesPerInstrument | The allocation trades grouped by instrument id. |
{
"TradesPerAssetType": {
"ClosedTradesAllocations": [
{
"AssetClassType": "Equity",
"CalculationBasis": 0,
"CalculationDataType": 0,
"PortfolioAllocationType": 0,
"ReturnAttribution": 1,
"TradeCount": 168,
"TradePct": 38.0090497737557,
"TradePercent": 0.380090497737557
},
{
"AssetClassType": "Currency",
"CalculationBasis": 0,
"CalculationDataType": 0,
"PortfolioAllocationType": 0,
"ReturnAttribution": 0.249937016456527,
"TradeCount": 112,
"TradePct": 25.3393665158371,
"TradePercent": 0.253393665158371
},
{
"AssetClassType": "Commodity",
"CalculationBasis": 0,
"CalculationDataType": 0,
"PortfolioAllocationType": 0,
"ReturnAttribution": 0.562878945000956,
"TradeCount": 105,
"TradePct": 23.7556561085973,
"TradePercent": 0.237556561085973
},
{
"AssetClassType": "Fixed Income",
"CalculationBasis": 0,
"CalculationDataType": 0,
"PortfolioAllocationType": 0,
"ReturnAttribution": -0.0131508561362492,
"TradeCount": 57,
"TradePct": 12.89592760181,
"TradePercent": 0.1289592760181
}
]
},
"TradesPerInstrument": {
"ClosedTradesAllocations": [
{
"AssetType": "ContractFutures",
"CalculationBasis": 0,
"CalculationDataType": 0,
"InstrumentDescription": "30-Year U.S. Treasury Bond - Sep 2016",
"InstrumentSymbol": "ZBU6",
"InstrumentUic": 3626018,
"PortfolioAllocationType": 0,
"ReturnAttribution": -0.159871010056843,
"TradeCount": 40,
"TradePct": 9.04977375565611,
"TradePercent": 0.0904977375565611
},
{
"AssetType": "FxSpot",
"CalculationBasis": 0,
"CalculationDataType": 0,
"InstrumentDescription": "British Pound/US Dollar",
"InstrumentSymbol": "GBPUSD",
"InstrumentUic": 31,
"PortfolioAllocationType": 0,
"ReturnAttribution": 0.146851552251858,
"TradeCount": 37,
"TradePct": 8.3710407239819,
"TradePercent": 0.083710407239819
}
]
}
}