Composite (Blended) Benchmarks

4 min

mantarisk supports composite benchmarks to, for instance, run a performance attribution analysis against a benchmark made of 60% spy and 40% aggg for instance step 1 create a synthetic instrument the first step is to create a composite benchmark is to create a synthetic instrument which will be used to reference it throughout the system to do so, a call to the https //app swaggerhub com/apis docs/mantarisk/rest/0 1#/price%20history%20management/put history is required with a payload such as this { "instrument" { "instrument code" "myuniquecode", "asset class" "c", "currency" "usd", "name" "my composite benchmark" } } step 2 find your user feed api id call the https //app swaggerhub com/apis docs/mantarisk/rest/0 1#/user%20management/get history api and store the apiid associated with the api name "user feed" this is the unique api id associated with your account which allows you to enter your own time series step 3 create the composite benchmark to compose the benchmark, a call to the https //app swaggerhub com/apis docs/mantarisk/rest/0 1#/performance%20attribution/put index must be made in this case instrument code will be myuniquecode apiid will be the api id you stored in step 2 the payload here will look like this \[ { "apiid" 8, "instrument code" "csspx xswx", "ratio" 0 6, "decompose" true }, { "apiid" 8, "instrument code" "agg arcx", "ratio" 0 4, "decompose" false } ] the decompose flag indicates whether the instrument should be used as is or decomposed into its individual holdings when we are carrying the analysis step 4 run the performance attribution analysis finally, the https //app swaggerhub com/apis docs/mantarisk/rest/0 1#/performance%20attribution/get index attribution must be called to carry the analysis, with the following parameters client reference the reference of your portfolio (see the https //docs mantarisk com/getting started mantaapi#r fqf for more details) instrument code as per step 1 apiid as per step 2 horizon period over which the analysis will be carried all analytics will be expressed in relation to this period model see docid\ wezpcnpqje1qz3gogupug for more details