This article describes how to get performance for benchmarks. This uses the same endpoint used to get performance for any other record in the Orion system as described in the How to get performance topic.
Orion benchmarks are stored in 2 different ways.
1.) Product. These are the common indexes that we have that come directly from index sources. These are things like the S&P 500, and Russel Value 1000 indexes. They are stored in the Orion Product table just like any other equity or mutual fund, so they are just products in our system.
2.) IndexBlend. Benchmarks are created by orion users, and are made up of weighted blends of Indexes. They can also store historical changes to the underlying indexes and weightings, and also be given a “rebalance” frequency.
A list of available Product Indexes, and Index Blends can be obtained using the /portfolio/benchmarks endpoint. This will return both types of benchmarks.
https://testapi.orionadvisor.com/api/Help/Api/GET-v1-Portfolio-Benchmarks_bmType
Note that it takes a bmType, which if provided will filter the list to Benchmarks, or indexes only.
for example:
/Portfolio/Benchmarks?bmType=B returns only benchmarks, where
/Portfolio/Benchmarks?bmType=P returns indexes. (the p was used because indexes are stored as [P]roducts in our system.)
Once you have the ID, and the benchmark type (Blended Benchmark, or Index), you can call the /Reporting/Performance/Verbose endpoint.
https://testapi.orionadvisor.com/api/Help/Api/POST-v1-Reporting-Performance-Verbose
[HTTPPOST] /Reporting/Performance/VerboseBody For getting performance for an Index Blend Benchmark:
Code:
{
"entity":"IndexBlend",
"entityIds":[1],
"groupings":[
{"grouping":"IndexBlend"}
],
"startDate":"2013-01-01",
"endDate":"2013-12-31",
"returnStyle": "PortfolioSummary",
"periods":"0"
}Body For getting performance for a benchmark (index blend):
note: 191543 is the product id for the S&P 500.
Code:
{
"entity":"Product",
"entityIds":[191543],
"groupings":[
{"grouping":"Product"}
],
"startDate":"2013-01-01",
"endDate":"2013-12-31",
"returnStyle": "PortfolioSummary",
"periods":"0"
}If you need statistics for the benchmark, such as alpha, std. dev. etc., You can add statistics to the returnStyle property: “returnStyle”: StatisticSummary,PortfolioSummary
Further more, you can get daily return factors by adding daily to the returnStyle Property: “returnStyle”: PortfolioSummary,PortfolioDaily