Portfolio Performance and Risk Analytics - Basic

FREEMIUM
By AIDVP
Updated 4 months ago
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Portfolio Performance and Risk Analytics - Basic API Documentation

Portfolio Performance & Risk Analytics API is a collection of functions for portfolio performance and risk analysis. Built on a serverless architecture and a microservice framework, this package aims to improve data warehouse ETL / ELT speed/accuracy and firms' real-time reporting capabilities.

View API Details
Performance
POSTCalculate the periodic portfolio returns (Gross, net, net of net, adjusted, GIPs)
POSTIndex returns - Calculate the periodic return based on Market Value
POSTConvert a series of NAV or Market Value into a continuous index with the same starting point
POSTCalculate the periodic XNPV for an Portfolio, a basket of investment, or a particular asset, position, or trade.
POSTCalculate the periodic XIRR for a portfolio, a basket of investment, a position, an asset or a trade
POSTCalculate the periodic ITD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic QTD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic YTD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic LTM returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic ITD annualized returns of a portfolio or a basket of investments based on its periodic returns
POSTCalculate the periodic 3 Year annualized returns (Gross, net, net of net, adjusted, GIPs) for a portfolio or a basket of investments
POSTCalculate the periodic MTD returns of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the periodic 5 Year annualized returns (Gross, net, net of net, adjusted, GIPs) for a portfolio or a basket of investments
Risk
POSTCalculated the periodic portfolio drawdown attributes based on portfolio NAV or market value
POSTCalculate the maximum drawdown (MDD) of a portfolio or a basket of investment based on its MV
POSTCalculate the Sortino Ratio of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the Calmar Ratio of a Portfolio or a basket of investment based on its MV
POSTCalculate the Information Ratio of a Portfolio or a basket of investment based on its MV
POSTCalculate the Periodic Drawdown Details based on Portfolio MV or NAV
POSTCalculate the sharpe ratio of a portfolio or a basket of investment based on its periodic returns
POSTCalculate the Ulcer Index for a Portfolio or a basket of investment based on its MVs
POSTCalculate the Ulcer Performance Index for a portfolio or a basket of Investments
POSTCalculate the periodic investment volatility based on periodic returns and frequencies
POSTCalculate the rolloing correlation between all portfolios and all periods in the set
POSTCalculate the periodic portfolio returns (Gross, net, net of net, adjusted, GIPs)

The input data stream is an array of [date, Portfolio Value, Dollar Return (Gross, net, or net net, or GIPS, etc)]

Header Parameters
X-RapidAPI-HostSTRING
REQUIRED
X-RapidAPI-KeySTRING
REQUIRED
Code Snippet
unirest.post("https://porfolio_analysis.p.rapidapi.com/Performance/to_period_portfolio_returns")
.header("X-RapidAPI-Host", "porfolio_analysis.p.rapidapi.com")
.header("X-RapidAPI-Key", "SIGN-UP-FOR-KEY")
.header("Content-Type", "application/x-www-form-urlencoded")
.end(function (result) {
  console.log(result.status, result.headers, result.body);
});
Sample Response
General
Request URL: https://porfolio_analysis.p.rapidapi.com/Performance/to_period_portfolio_returns
Request Method: POST
Response Headers
Response Body

Install SDK for NodeJS

Installing

To utilize unirest for node.js install the the npm module:

$ npm install unirest

After installing the npm package you can now start simplifying requests like so:

var unirest = require('unirest');

Creating Request

unirest.post("https://porfolio_analysis.p.rapidapi.com/Performance/to_period_portfolio_returns")
.header("X-RapidAPI-Host", "porfolio_analysis.p.rapidapi.com")
.header("X-RapidAPI-Key", "SIGN-UP-FOR-KEY")
.header("Content-Type", "application/x-www-form-urlencoded")
.end(function (result) {
  console.log(result.status, result.headers, result.body);
});
OAuth2 Authentication
Client ID
Client Secret
OAuth2 Authentication