Funds Data Plane

Benchmark L1/L2/L3 return decomposition time series

A benchmark's portfolio return decomposition (Funds_DAG surface_portfolios_zarr) — same (teo,) schema as /api/data/etf/{ticker}/portfolio and /api/funds/{bw_fund_id}/portfolio. id accepts a bw_bench_id (BW-BENCH-SPY) or an alias (SPY, 70/30). weight_basis (reported in the response) is v1 = latest_holdings_constant — the factor profile of the benchmark's current composition over ERM3 monthly's full history (the right view for a benchmark's risk profile). variance_shares carries the diversification-credited full-window market/sector/subsector/residual shares. Soft gateway auth (public read).

get/data/benchmark/{id}/portfolio

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/data/benchmark/{id}/portfolio
  • Auth: one of:
    • HTTP bearer
    • none

Path parameters

idstring required

Query parameters

start_datestring date
end_datestring date

Response

Benchmark portfolio decomposition time series.

portfolio_idstring
tickerstring
benchmark_context_idstring
source_kind'fund' | 'etf' | 'benchmark' | 'filer_13f'
weight_basis'latest_holdings_constant' | 'time_varying' nullable

How the per-teo weights were derived. v1 = latest_holdings_constant.

teo_frequencystring
n_rowsinteger

Example response

{
  "teo_frequency": "monthly"
}

Changes

No recorded changes to this operation across all 1 revision of this API.