{ "$id": "https://bloomberg.com/schemas/portfolio.json", "$schema": "https://json-schema.org/draft/2020-12/schema", "title": "Portfolio", "description": "An investment portfolio managed within Bloomberg AIM, containing positions across multiple securities with associated analytics and compliance attributes.", "type": "object", "required": [ "portfolioId", "name" ], "properties": { "portfolioId": { "type": "string", "description": "Unique portfolio identifier within the AIM system" }, "name": { "type": "string", "description": "Human-readable portfolio name" }, "description": { "type": "string", "description": "Description of the portfolio strategy or purpose" }, "portfolioType": { "type": "string", "description": "Classification of the portfolio", "enum": [ "Trading", "Model", "Benchmark", "Composite", "Sleeve", "Master", "Sub-Account" ] }, "currency": { "type": "string", "description": "Base reporting currency (ISO 4217)", "pattern": "^[A-Z]{3}$" }, "benchmarkTicker": { "type": "string", "description": "Bloomberg ticker of the benchmark index" }, "manager": { "type": "string", "description": "Portfolio manager responsible for investment decisions" }, "managerId": { "type": "string", "description": "Unique identifier for the portfolio manager" }, "custodian": { "type": "string", "description": "Custodian institution for the portfolio's assets" }, "custodianAccountId": { "type": "string", "description": "Account identifier at the custodian" }, "inceptionDate": { "type": "string", "format": "date", "description": "Date the portfolio was created" }, "status": { "type": "string", "description": "Current portfolio status", "enum": [ "Active", "Closed", "Pending", "Frozen" ], "default": "Active" }, "totalMarketValue": { "type": "number", "description": "Total market value of all positions in base currency" }, "totalCostBasis": { "type": "number", "description": "Total cost basis of all positions in base currency" }, "cashBalance": { "type": "number", "description": "Available cash balance in the portfolio" }, "unrealizedPnL": { "type": "number", "description": "Unrealized profit and loss across all open positions" }, "realizedPnL": { "type": "number", "description": "Realized profit and loss from closed positions" }, "totalReturn": { "type": "number", "description": "Total return as a percentage since inception" }, "ytdReturn": { "type": "number", "description": "Year-to-date return as a percentage" }, "mtdReturn": { "type": "number", "description": "Month-to-date return as a percentage" }, "positions": { "type": "array", "description": "Current positions held in the portfolio", "items": { "$ref": "https://bloomberg.com/schemas/position.json" } }, "assetAllocation": { "type": "object", "description": "Asset allocation breakdown as percentage weights", "properties": { "equity": { "type": "number", "description": "Percentage allocated to equities" }, "fixedIncome": { "type": "number", "description": "Percentage allocated to fixed income" }, "cash": { "type": "number", "description": "Percentage held in cash" }, "alternatives": { "type": "number", "description": "Percentage allocated to alternative investments" }, "commodities": { "type": "number", "description": "Percentage allocated to commodities" }, "other": { "type": "number", "description": "Percentage in other asset classes" } } }, "riskMetrics": { "type": "object", "description": "Portfolio-level risk metrics", "properties": { "beta": { "type": "number", "description": "Portfolio beta relative to benchmark" }, "sharpeRatio": { "type": "number", "description": "Sharpe ratio measuring risk-adjusted return" }, "volatility": { "type": "number", "description": "Annualized portfolio volatility (standard deviation)" }, "trackingError": { "type": "number", "description": "Tracking error versus benchmark" }, "valueAtRisk": { "type": "number", "description": "Value at Risk (95% confidence) in base currency" }, "duration": { "type": "number", "description": "Modified duration for fixed income portfolios" }, "convexity": { "type": "number", "description": "Convexity for fixed income portfolios" } } }, "complianceStatus": { "type": "string", "description": "Portfolio compliance status", "enum": [ "Compliant", "Warning", "Violation", "Pending Review" ] }, "tags": { "type": "array", "description": "Custom tags for portfolio classification", "items": { "type": "string" } }, "lastUpdated": { "type": "string", "format": "date-time", "description": "Timestamp of the last portfolio update" } }, "additionalProperties": false }