Portfolio Risk Score

This type analyzes the specified portfolios and yields a risk score.

You can analyze up to two portfolios at a time.

How to use RiskScore

Use the RiskScoreConnector to load risk scores.

In dashboards, this connector is called MorningstarRiskScore.

Specify the portfolio holdings in the options along with a postman environment file for authentication, and other parameters such as currency.

Holdings

Holdings are the securities that make up the portfolio. You can specify a holding using different kinds of id’s.

Supported id-types are: CUSIP, FundCode, ISIN, MSID, PerformanceId, SecurityID, TradingSymbol.

You can specify the quantity of this holding in the portfolio by using either weight or value. If you decide to use weight, you need to specify the totalValue of the portfolio.

NOTE: You cannot mix and match weight and value. Be consistent and stick to one.

If you specify any holdings that are invalid, the connector will still yield a result. The invalid holdings are in the connector’s metadata after load.

For more details, see Morningstar’s RiskScore API .

Risk Score with Morningstar standalone for Highcharts:

const riskScoreConnector = new HighchartsConnectors.Morningstar.RiskScoreConnector({
    postman: {
        environmentJSON: postmanJSON
    },
    portfolios: [
        {
            name: 'MyPortfolio',
            currency: 'USD',
            totalValue: 100,
            holdings: [
                {
                    id: 'F00000VCTT',
                    idType: 'SecurityID',
                    weight: 50
                },
                {
                    id: 'AAPL',
                    idType: 'TradingSymbol',
                    weight: 50
                }
            ]
        }
    ]
});
 
await riskScoreConnector.load();
 
new DataGrid.DataGrid('container', {
    dataTable: riskScoreConnector,
    editable: false,
    columns: {
      'MyPortfolio_EffectiveDate': {
        cellFormatter: function () {
            return new Date(this.value)
                .toISOString()
                .substring(0, 10);
        }
      }
    }
});

Relevant demos

You will find examples of how to use RiskScoreConnector in our demos.

• Highcharts Dashboards + Morningstar Risk Score: Shows how to use RiskScoreConnector in dashboards to retrieve Risk Score for a single portfolio.