Performance Timeseries

Endpoint Parameters

• Request parameters

  Name	Type	Origin	Description
  AccountGroupKey	AccountGroupKey	Query-String	The account group key.
  AccountKey	AccountKey	Query-String	The account key.
  ClientKey	ClientKey	Query-String	The client key.
  FieldGroups	AccountPerformanceFieldGroup []	Query-String	The field groups.
  FromDate	Date	Query-String	From date.
  MockDataId	String	Query-String	The mock data identifier.
  StandardPeriod	AccountPerformanceStandardPeriod	Query-String	The standard period.
  ToDate	Date	Query-String	To date.

• Response Parameters

  View Response Codes

  Name	Type	Description
  Balance	BalancePerformance	Balance AccountPerformance metrics.
  Benchmark	BenchMarkPerformance []	The benchmark performance.
  KeyFigures	PerformanceKeyFigures	Key performance figures for the account.
  TimeWeighted	TimeWeightedPerformance	Time weighted performance metrics.

  HTTP Code	Description
  200	OK	OK
  400	Bad Request	Error Code Description InvalidRequest Default error code returned when it cannot be determined which part of the request is malformed.
  401	Unauthorized	Indicates that the request was rejected because the 'Authorization' header was missing in the request or contained an invalid security token.
  404	Not Found	Performance not found.
  429	Too Many Requests	The request was rejected due to rate limit being exceeded.
  503	Service Unavailable	Service Unavailable.

  Close

• Request Example

  Request URL

  GET /hist/v4/performance/timeseries?AccountGroupKey={AccountGroupKey}&AccountKey={AccountKey}&ClientKey={ClientKey}&FieldGroups=Benchmark&FromDate={FromDate}&MockDataId={MockDataId}&StandardPeriod=AllTime&ToDate={ToDate}

• Response Example

  Response body

  {
    "Balance": {
      "AccountBalance": [
        {
          "Date": "2021-03-16T00:00:00Z",
          "Value": 2713951
        },
        {
          "Date": "2021-03-17T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-18T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-19T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-22T00:00:00Z",
          "Value": 2697389
        }
      ],
      "AccountValue": [
        {
          "Date": "2021-03-16T00:00:00Z",
          "Value": 2713951
        },
        {
          "Date": "2021-03-17T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-18T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-19T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-22T00:00:00Z",
          "Value": 2697389
        }
      ],
      "CashBalance": [
        {
          "Date": "2021-03-16T00:00:00Z",
          "Value": 2713951
        },
        {
          "Date": "2021-03-17T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-18T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-19T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-22T00:00:00Z",
          "Value": 2697389
        }
      ],
      "CashTransfer": [
        {
          "Date": "2021-03-16T00:00:00Z",
          "Value": 700000
        },
        {
          "Date": "2021-03-17T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-18T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-19T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-22T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-23T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-24T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-25T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-26T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-30T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-31T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-01T00:00:00Z",
          "Value": 693217
        },
        {
          "Date": "2021-03-02T00:00:00Z",
          "Value": 693217
        }
      ],
      "MonthlyProfitLoss": [
        {
          "Date": "2021-03-31T00:00:00Z",
          "Value": 476960.78492
        },
        {
          "Date": "2021-04-30T00:00:00Z",
          "Value": 0.00151689069285646
        }
      ],
      "SecurityTransfer": [
        {
          "Date": "2016-03-28T00:00:00Z",
          "Value": 0
        },
        {
          "Date": "2016-03-29T00:00:00Z",
          "Value": 0
        }
      ],
      "TotalAccruals": [
        {
          "Date": "2021-03-16T00:00:00Z",
          "Value": 2713951
        },
        {
          "Date": "2021-03-17T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-18T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-19T00:00:00Z",
          "Value": 2697389
        },
        {
          "Date": "2021-03-22T00:00:00Z",
          "Value": 2697389
        }
      ],
      "YearlyProfitLoss": [
        {
          "Date": "2021-12-31T00:00:00Z",
          "Value": 473580.71199
        }
      ]
    },
    "Benchmark": [
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Cash",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "USD",
            "Description": "Description1",
            "Name": "Bench Mark Name 1"
          }
        ],
        "Date": "2021-05-11T00:00:00Z",
        "Value": 0.02
      },
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Cash",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "USD",
            "Description": "Description1",
            "Name": "Bench Mark Name 1"
          },
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Bond",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 210
              },
              {
                "AllocationPCT": 100,
                "AssetType": "CertificateBonus",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "EUR",
            "Description": "Description2",
            "Name": "Bench Mark Name 2"
          }
        ],
        "Date": "2021-05-12T00:00:00Z",
        "Value": 0.03
      },
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Bond",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 210
              },
              {
                "AllocationPCT": 100,
                "AssetType": "CertificateBonus",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "EUR",
            "Description": "Description2",
            "Name": "Bench Mark Name 2"
          }
        ],
        "Date": "2021-05-13T00:00:00Z",
        "Value": 0.04
      },
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Cash",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "USD",
            "Description": "Description1",
            "Name": "Bench Mark Name 1"
          },
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Bond",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 210
              },
              {
                "AllocationPCT": 100,
                "AssetType": "CertificateBonus",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "EUR",
            "Description": "Description2",
            "Name": "Bench Mark Name 2"
          }
        ],
        "Date": "2021-05-14T00:00:00Z",
        "Value": 0.065
      },
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Cash",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "USD",
            "Description": "Description1",
            "Name": "Bench Mark Name 1"
          }
        ],
        "Date": "2021-05-15T00:00:00Z",
        "Value": -0.01
      },
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Bond",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 210
              },
              {
                "AllocationPCT": 100,
                "AssetType": "CertificateBonus",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "EUR",
            "Description": "Description2",
            "Name": "Bench Mark Name 2"
          }
        ],
        "Date": "2021-05-16T00:00:00Z",
        "Value": 0.03
      },
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Cash",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "USD",
            "Description": "Description1",
            "Name": "Bench Mark Name 1"
          },
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Bond",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 210
              },
              {
                "AllocationPCT": 100,
                "AssetType": "CertificateBonus",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "EUR",
            "Description": "Description2",
            "Name": "Bench Mark Name 2"
          }
        ],
        "Date": "2021-05-17T00:00:00Z",
        "Value": 0.025
      },
      {
        "Allocations": [
          {
            "Allocations": [
              {
                "AllocationPCT": 100,
                "AssetType": "Cash",
                "Description": "",
                "DisplayHintType": "None",
                "Uic": 211
              }
            ],
            "CurrencyCode": "USD",
            "Description": "Description1",
            "Name": "Bench Mark Name 1"
          }
        ],
        "Date": "2021-05-18T00:00:00Z",
        "Value": 0.03
      }
    ],
    "KeyFigures": {
      "ClosedTradesCount": 0,
      "DrawdownReport": {
        "Drawdowns": [
          {
            "DaysCount": 3,
            "DepthInPercent": 1,
            "FromDate": "2016-08-05T00:00:00Z",
            "RecoveryDaysCount": 1,
            "ThruDate": "2016-08-08T00:00:00Z"
          }
        ],
        "MaxDaysInDrawdownFromTop10Drawdowns": 3
      },
      "LosingDaysFraction": 0.03,
      "MaxDrawDownFraction": 1,
      "PerformanceFraction": 0,
      "ReturnFraction": -1,
      "SampledStandardDeviation": 0.0618018874919214,
      "SharpeRatio": -0.952069751000777,
      "SortinoRatio": -0.0591710418985739
    },
    "TimeWeighted": {
      "Accumulated": [
        {
          "Date": "2021-03-16T00:00:00Z",
          "Value": 0.000707311584857981
        },
        {
          "Date": "2021-03-17T00:00:00Z",
          "Value": 0.00289876077113995
        },
        {
          "Date": "2021-03-18T00:00:00Z",
          "Value": 0.0030873830953917
        },
        {
          "Date": "2021-03-19T00:00:00Z",
          "Value": 0.000729201756574284
        },
        {
          "Date": "2021-03-22T00:00:00Z",
          "Value": 0.0016413754184318
        },
        {
          "Date": "2021-03-23T00:00:00Z",
          "Value": 0.00615470900076945
        },
        {
          "Date": "2021-03-24T00:00:00Z",
          "Value": 0.0145762714416127
        },
        {
          "Date": "2021-03-25T00:00:00Z",
          "Value": 0.0130120799919019
        },
        {
          "Date": "2021-03-26T00:00:00Z",
          "Value": 0.0109777093144279
        },
        {
          "Date": "2021-03-29T00:00:00Z",
          "Value": 0.109105521823687
        },
        {
          "Date": "2021-03-30T00:00:00Z",
          "Value": 0.109105521823687
        },
        {
          "Date": "2021-03-31T00:00:00Z",
          "Value": 0.174356723940404
        },
        {
          "Date": "2021-03-01T00:00:00Z",
          "Value": 0.176303239558097
        },
        {
          "Date": "2021-03-02T00:00:00Z",
          "Value": 0.175826866623672
        }
      ],
      "MonthlyReturn": [
        {
          "Date": "2021-03-31T00:00:00Z",
          "Value": 0.176303239558097
        },
        {
          "Date": "2021-04-30T00:00:00Z",
          "Value": 0.00151689069285646
        }
      ],
      "YearlyReturn": [
        {
          "Date": "2021-03-31T00:00:00Z",
          "Value": 0.175053781608446
        }
      ]
    }
  }