| Name | Description | Type | Additional information |
|---|---|---|---|
| downCapture | decimal number |
None. |
|
| annualizedReturn | decimal number |
None. |
|
| standardDeviation | decimal number |
None. |
|
| trackingError | decimal number |
None. |
|
| upCapture | decimal number |
None. |
|
| calcID | string |
None. |
|
| alpha | decimal number |
None. |
|
| beta | decimal number |
None. |
|
| momentum | decimal number |
None. |
|
| volatility | decimal number |
None. |
|
| sharpeRatio | decimal number |
None. |
|
| treynorRatio | decimal number |
None. |
|
| informationRatio | decimal number |
None. |
|
| sortinoRatio | decimal number |
None. |
|
| r2 | decimal number |
None. |
|
| riskFreeRate | decimal number |
None. |
|
| calcTime | string |
None. |
|
| calcError | string |
None. |
|
| dataSpan | integer |
None. |
|
| dataLoss | integer |
None. |