NameDescriptionTypeAdditional information
calcID

string

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.

alpha

decimal number

None.

upCapture

decimal number

None.

downCapture

decimal number

None.

trackingError

decimal number

None.

annualizedReturn

decimal number

None.

standardDeviation

decimal number

None.

riskFreeRate

decimal number

None.

calcTime

string

None.

calcError

string

None.

dataSpan

integer

None.

dataLoss

integer

None.