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Get fund reporting details

Fund reporting data calculated for a fund is stored in the FundReportingData object. It includes:

  • The fund's positions on the reporting date.

  • Share class analysis figures.

  • Fund portfolio analysis figures.

  • Daily indexed value of the fund portfolio.

To inspect the full contents of FundReportingData, use the documentation tool in FA visual GraphQL interface.

FileItemdata is queried from from the GraphQL interface.

Example request

Requesting the following:

  • End date of the analysis.

  • Status of the calculation.

  • Fund portfolio ID.

  • List of fund positions, their market value and share of total.

  • List of share classes and their respective analysis figures.

  • Daily indexed value of the fund.

query getFundAnalysis($fundPortfolioId: Long, $reportingDate: String){
  fundAnalytics(id:$fundPortfolioId, date: $reportingDate){
    analysisDate
    status
    portfolioId
    positions
    securityData
    fundPortfolioData
  }
}

Variables

{"fundPortfolioId": 8, "reportingDate": "2022-05-23"}

Response

The response body is shortened for readability. "..." indicates removed items in the response.

{
  "data": {
    "fundAnalytics": {
      "analysisDate": "2022-05-23",
      "status": "ACCEPTED",
      "portfolioId": 8,
      "positions": {
        "holdings": {
          "grouppedAnalytics": [
            {
              "name": "Air France-KLM",
              "analysis": {
                "marketValue": 1112578.17,
                "shareOfTotal": 0.10074663322476865
              }
            },
            {
              "name": "Allianz SE",
              "analysis": {
                "marketValue": 1005685.2,
                "shareOfTotal": 0.09106721731200074
              }
            },
            {
              "name": "Amazon.com Inc",
              "analysis": {
                "marketValue": 305540.51,
                "shareOfTotal": 0.027667429153565685
              }
            },
            ...
          ]
        }
      },
      "securityData": {
        "grouppedAnalytics": [
          {
            "security": {
              "id": 667,
              "securityCode": "FAEQUITY A"
            },
            "name": "FA Equity Fund A ",
            "grouppedAnalyticsTimePeriod": [
              {
                "twr": -0.026697099999999696,
                "alpha": -0.036944690238235545,
                "beta": -0.05483768835269769,
                "trackingError": 0.23908063533472163,
                "volAnn": 0.17385334556789925,
                "informationRatio": 0.419166118647502,
                "timePeriodCode": "GIVEN"
              },
              {
                "twr": 0,
                "alpha": 0,
                "beta": 0,
                "trackingError": 0.25865504732950645,
                "volAnn": 0,
                "informationRatio": 2.338733702945758,
                "timePeriodCode": "MONTHS-1"
              },
              {
                "twr": 0,
                "alpha": 0,
                "beta": 0,
                "trackingError": 0.19157878996469066,
                "volAnn": 0,
                "informationRatio": 1.5362311359357579,
                "timePeriodCode": "MONTHS-6"
              },
              {
                "twr": -0.026697099999999696,
                "alpha": -0.036944690238235545,
                "beta": -0.05483768835269769,
                "trackingError": 0.23908063533472163,
                "volAnn": 0.17385334556789925,
                "informationRatio": 0.419166118647502,
                "timePeriodCode": "YEARS-1"
              },
              ...
            ]
          },
          ...
        ]
      },
      "fundPortfolioData": {
        "grouppedAnalyticsTimePeriod": [
          {
            "twr": -0.019213574342864748,
            "volAnn": 0.17393394950519186,
            "timePeriodCode": "GIVEN"
          },
          {
            "twr": 0,
            "volAnn": 0,
            "timePeriodCode": "MONTHS-1"
          },
          {
            "twr": 0,
            "volAnn": 0,
            "timePeriodCode": "MONTHS-6"
          },
          {
            "twr": -0.019213574342864748,
            "volAnn": 0.17393394950519186,
            "timePeriodCode": "YEARS-1"
          },
          ...
        ],
        "indexedReturnData": [
          {
            "indexedValue": 100,
            "date": "2021-06-28"
          },
          {
            "indexedValue": 100,
            "date": "2021-06-29"
          },
          {
            "indexedValue": 99.92841329952716,
            "date": "2021-06-30"
          },
          {
            "indexedValue": 100.36618652991027,
            "date": "2021-07-01"
          },
          {
            "indexedValue": 100.75555006025516,
            "date": "2021-07-02"
          },
          {
            "indexedValue": 100.75555006025516,
            "date": "2021-07-03"
          },
          {
            "indexedValue": 100.75555006025516,
            "date": "2021-07-04"
          },
          ...
        ]
      }
    }
  }
}