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 BenchMarkTimeSeries The benchmark performance.
    KeyFigures PerformanceKeyFigures Key performance figures for the account.
    TimeWeighted TimeWeightedPerformance Time weighted performance metrics.
  • Request Example

    Request URL
    GET hist/v4/performance/timeseries/?ClientKey=AbSTLYSoo499JZpp|ckGFw==&AccountGroupKey=value37929727-c984-44a5-8b6d-edb7d975b6f8&AccountKey=ae1f2e72-afcc-4f8f-af5e-c2177fd9868e&FromDate=2023-04-29&ToDate=2024-05-28&StandardPeriod=AllTime&MockDataId=b4ac3c63-963c-40e0-bf34-3072521da84f&FieldGroups=TimeWeighted_MonthlyReturn
  • Response Example

    Response body
    {
      "Balance": {
        "AccountBalance": [
          {
            "Date": "2021-03-16",
            "Value": 2713951.0
          },
          {
            "Date": "2021-03-17",
            "Value": 2697389.0
          },
          {
            "Date": "2021-03-18",
            "Value": 2697389.0
          },
          {
            "Date": "2021-03-19",
            "Value": 2697389.0
          },
          {
            "Date": "2021-03-22",
            "Value": 2697389.0
          }
        ],
        "AccountValue": [
          {
            "Date": "2021-03-16",
            "Value": 2713951.0
          },
          {
            "Date": "2021-03-17",
            "Value": 2697389.0
          },
          {
            "Date": "2021-03-18",
            "Value": 2697389.0
          },
          {
            "Date": "2021-03-19",
            "Value": 2697389.0
          },
          {
            "Date": "2021-03-22",
            "Value": 2697389.0
          }
        ],
        "CashTransfer": [
          {
            "Date": "2021-03-16",
            "Value": 700000.0
          },
          {
            "Date": "2021-03-17",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-18",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-19",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-22",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-23",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-24",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-25",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-26",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-30",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-31",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-01",
            "Value": 693217.0
          },
          {
            "Date": "2021-03-02",
            "Value": 693217.0
          }
        ],
        "MonthlyProfitLoss": [
          {
            "Date": "2021-03-31",
            "Value": 476960.78492
          },
          {
            "Date": "2021-04-30",
            "Value": 0.00151689069285646
          }
        ],
        "SecurityTransfer": [
          {
            "Date": "2016-03-28",
            "Value": 0.0
          },
          {
            "Date": "2016-03-29",
            "Value": 0.0
          }
        ],
        "YearlyProfitLoss": [
          {
            "Date": "2021-12-31",
            "Value": 473580.71199
          }
        ]
      },
      "Benchmark": [
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Cash",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "USD",
              "Description": "Description1",
              "Name": "Bench Mark Name 1"
            }
          ],
          "Date": "2021-05-11",
          "Value": 0.02
        },
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Cash",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "USD",
              "Description": "Description1",
              "Name": "Bench Mark Name 1"
            },
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Bond",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 210
                },
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "CertificateBonus",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "EUR",
              "Description": "Description2",
              "Name": "Bench Mark Name 2"
            }
          ],
          "Date": "2021-05-12",
          "Value": 0.03
        },
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Bond",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 210
                },
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "CertificateBonus",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "EUR",
              "Description": "Description2",
              "Name": "Bench Mark Name 2"
            }
          ],
          "Date": "2021-05-13",
          "Value": 0.04
        },
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Cash",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "USD",
              "Description": "Description1",
              "Name": "Bench Mark Name 1"
            },
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Bond",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 210
                },
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "CertificateBonus",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "EUR",
              "Description": "Description2",
              "Name": "Bench Mark Name 2"
            }
          ],
          "Date": "2021-05-14",
          "Value": 0.065
        },
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Cash",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "USD",
              "Description": "Description1",
              "Name": "Bench Mark Name 1"
            }
          ],
          "Date": "2021-05-15",
          "Value": -0.01
        },
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Bond",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 210
                },
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "CertificateBonus",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "EUR",
              "Description": "Description2",
              "Name": "Bench Mark Name 2"
            }
          ],
          "Date": "2021-05-16",
          "Value": 0.03
        },
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Cash",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "USD",
              "Description": "Description1",
              "Name": "Bench Mark Name 1"
            },
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Bond",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 210
                },
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "CertificateBonus",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "EUR",
              "Description": "Description2",
              "Name": "Bench Mark Name 2"
            }
          ],
          "Date": "2021-05-17",
          "Value": 0.025
        },
        {
          "Allocations": [
            {
              "Allocations": [
                {
                  "AllocationPCT": 100.0,
                  "AssetType": "Cash",
                  "Description": "",
                  "DisplayHintType": "None",
                  "Uic": 211
                }
              ],
              "CurrencyCode": "USD",
              "Description": "Description1",
              "Name": "Bench Mark Name 1"
            }
          ],
          "Date": "2021-05-18",
          "Value": 0.03
        }
      ],
      "KeyFigures": {
        "ClosedTradesCount": 0,
        "DrawdownReport": {
          "Drawdowns": [
            {
              "DaysCount": 3,
              "DepthInPercent": 1.0,
              "FromDate": "2016-08-05T00:00:00",
              "RecoveryDaysCount": 1,
              "ThruDate": "2016-08-08T00:00:00"
            }
          ],
          "MaxDaysInDrawdownFromTop10Drawdowns": 3
        },
        "LosingDaysFraction": 0.03,
        "MaxDrawDownFraction": 1.0,
        "PerformanceFraction": 0.0,
        "ReturnFraction": -1.0,
        "SampledStandardDeviation": 0.0618018874919214,
        "SharpeRatio": -0.952069751000777,
        "SortinoRatio": -0.0591710418985739
      },
      "TimeWeighted": {
        "Accumulated": [
          {
            "Date": "2021-03-16",
            "Value": 0.000707311584857981
          },
          {
            "Date": "2021-03-17",
            "Value": 0.00289876077113995
          },
          {
            "Date": "2021-03-18",
            "Value": 0.0030873830953917
          },
          {
            "Date": "2021-03-19",
            "Value": 0.000729201756574284
          },
          {
            "Date": "2021-03-22",
            "Value": 0.0016413754184318
          },
          {
            "Date": "2021-03-23",
            "Value": 0.00615470900076945
          },
          {
            "Date": "2021-03-24",
            "Value": 0.0145762714416127
          },
          {
            "Date": "2021-03-25",
            "Value": 0.0130120799919019
          },
          {
            "Date": "2021-03-26",
            "Value": 0.0109777093144279
          },
          {
            "Date": "2021-03-29",
            "Value": 0.109105521823687
          },
          {
            "Date": "2021-03-30",
            "Value": 0.109105521823687
          },
          {
            "Date": "2021-03-31",
            "Value": 0.174356723940404
          },
          {
            "Date": "2021-03-01",
            "Value": 0.176303239558097
          },
          {
            "Date": "2021-03-02",
            "Value": 0.175826866623672
          }
        ],
        "MonthlyReturn": [
          {
            "Date": "2021-03-31",
            "Value": 0.176303239558097
          },
          {
            "Date": "2021-04-30",
            "Value": 0.00151689069285646
          }
        ],
        "YearlyReturn": [
          {
            "Date": "2021-03-31",
            "Value": 0.175053781608446
          }
        ]
      }
    }