1089 lines
26 KiB
JSON
1089 lines
26 KiB
JSON
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{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "EQ-UK Alpha"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.02"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "Commodity-Curve Carry"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.15"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "0.29"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "EQ-US-Div"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.19"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "-0.62"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "10.07"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "Rates-US Flattener"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.01"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Long USD/Short NZD"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.00"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "-0.39"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.46"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "9.90"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Long INR/Short USD"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "-0.06"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "0.45"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Eq-Em Vs DM"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "-0.04"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Long NOK/Short EUR"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "-0.00"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "EQ-Short Europe"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.06"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Short CNH Vs CFETS Basket"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.12"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "0.38"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Long USD"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.18"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "6.31"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Long USD/Short KRW"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.04"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "-1.15"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "EQ-UK"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "-0.24"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "0.10"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "Fi-Credit-UK"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.12"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "2.46"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "MultiFactor EQ Risk Premia"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.22"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "3.60"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "Volatility-Eur. Dispersion"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.02"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "-0.48"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Long USD/Short JPY"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "0.17"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "4.75"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"fact1": {
|
|
"val": "Opportunistic"
|
|
},
|
|
"fact2": {
|
|
"val": "Long USD/Short TWD"
|
|
},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "-0.00"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "-0.45"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"fact1": {
|
|
"val": "Total"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {},
|
|
"portCntr": {
|
|
"val": "-1.08"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "100.00"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"currency": {
|
|
"val": "GBP"
|
|
},
|
|
"calNameStd": {
|
|
"val": "RISK"
|
|
}
|
|
},
|
|
"riskForecast": {
|
|
"fundID": {
|
|
"val": "18318"
|
|
},
|
|
"name": {
|
|
"val": "Franklin Diversified Growth Fund"
|
|
},
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"calcType": {
|
|
"val": "Default"
|
|
},
|
|
"betaOneYear": {
|
|
"val": "0.24"
|
|
},
|
|
"stdDevOneYear": {
|
|
"val": "3.61"
|
|
},
|
|
"varOneMo": {},
|
|
"bmkList": [
|
|
{
|
|
"fundId": {
|
|
"val": "18318"
|
|
},
|
|
"bmrkId": {
|
|
"val": "BM0045"
|
|
},
|
|
"bmrkName": {
|
|
"val": "MSCI All Country World Index"
|
|
},
|
|
"order": {
|
|
"val": "RISK1"
|
|
},
|
|
"stdDev": {
|
|
"val": "10.42"
|
|
}
|
|
}
|
|
]
|
|
}
|
|
}
|
|
}
|
|
} |