The SQL data report is not formatted to be read by users. Instead, it is set up as a normalised data set so that it may be read straight into a data table in an SQL database, with the first five columns forming a unique key.
To generate an SQL data report, set
SQLDataReport=1Note that SQLDateReport is independent of the value of CSVReport.
Each row contains data for one security at one date
- Source labels the source of return
- w and W are the weights of the security in the portfolio and benchmark, respeectively.
- r and R are the local returns of the security in the portfolio and benchmark, respeectively.
- Currency is the local currency for the current security.
The overall (base currency) return of the security on a given date is the sum of r or R, including FX return, on that date.
DATE | PORTFOLIO | BENCHMARK | SECURITY | SOURCE | w | W | r | R | |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY1 | Allocation (Industry) | 0 | 0.2 | 0.005866667 | 0.005866667 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY1 | Stock Selection | 0 | 0.2 | 0 | -0.023111111 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY1 | Price return | 0 | 0.2 | 0 | 0 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY1 | FX | 0 | 0.2 | 0 | 0 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY2 | Allocation (Industry) | 0 | 0.12 | 0.005866667 | 0.005866667 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY2 | Stock Selection | 0 | 0.12 | 0.02 | 0.011555556 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY2 | Price return | 0 | 0.12 | -0.02 | 0 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY2 | FX | 0 | 0.12 | 0 | 0 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY3 | Allocation (Industry) | 0 | 0.08 | 0.005866667 | 0.005866667 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY3 | Stock Selection | 0 | 0.08 | 0 | 0.011555556 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY3 | Price return | 0 | 0.08 | 0 | 0 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY3 | FX | 0 | 0.08 | 0 | 0 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY4 | Allocation (Industry) | 0 | 0.2 | 0.005866667 | 0.005866667 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY4 | Stock Selection | 0 | 0.2 | 0 | 0.011555556 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY4 | Price return | 0 | 0.2 | 0 | 0 | AUD |
@January 1, 2021 | PORTFOLIO | BENCHMARK | SECURITY4 | FX | 0 | 0.2 | 0 | 0 | AUD |