Portfolio

{
  "$id": "https://bloomberg.com/schemas/portfolio.json",
  "$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
}