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2.5 Investor Peer Group Benchmarks

Data Item

File Name

File Header

Unit

Performance and Volatility / Risk Return

<INDEX_ID>_performance_horizons_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,OneMonthCumulativeReturn,ThreeMonthCumulativeReturn,SixMonthCumulativeReturn,YTDCumulativeReturn,TwelveMonthCumulativeReturn,TwentyFourMonthCumulativeReturn,ThreeYearCumulativeReturn,FiveYearCumulativeReturn,ThreeYearAnnualizedReturn,FiveYearAnnualizedReturn,TenYearAnnualizedReturn,ThreeYearAnnualizedVol,FiveYearAnnualizedVol,TenYearAnnualizedVol,ThreeYearVar975,ThreeYearVar995,ThreeYearSR,ThreeYearMaxDD,FiveYearVar975,FiveYearVar995,FiveYearSR,FiveYearMaxDD,TenYearVar975,TenYearVar995,TenYearSR,TenYearMaxDD

Factor Quartiles Summary

<INDEX_ID>_factor_quantiles_summary_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Date,Leverage25%,Leverage50%,Leverage75%,LeverageMean,Size25%,Size50%,Size75%,SizeMean,Termspread25%,Termspread50%,Termspread75%,TermspreadMean,Profitability25%,Profitability50%,Profitability75%,ProfitabilityMean,Investment25%,Investment50%,Investment75%,InvestmentMean

YoY Capital Return / YoY Income Return

<INDEX_ID>_yoy_cash_price_return_contribution_ts_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Date,PriceReturnContribution,CashReturnContribution

%

Industrial Superclass

<INDEX_ID>_sector_group_pie_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,SectorGroupName,Share

%

Industrial Class

<INDEX_ID>_sector_pie_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,SectorName,Share

%

Region

<INDEX_ID>_region_pie_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Region,Share

%

Country

<INDEX_ID>_country_pie_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,CountryName,Share

%

Business Model

<INDEX_ID>_bm_pie_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,BMCode,Share

%

Corporate Structure

<INDEX_ID>_corp_pie_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Corp,Share

%

Currency

<INDEX_ID>_ccy_pie_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,CurrencyName,Share

%

Internal Rate of Returns

<INDEX_ID>_irr_ts_<YYYY-MM-DD>

AllocationDate,ComputationAsOfDate,Date,IRR

%

Equity Premium

<INDEX_ID>_equity_premium_ts_<YYYY-MM-DD>

AllocationDate,ComputationAsOfDate,Date,RiskPremium

Industry Superclass Contribution

<INDEX_ID>_qoq_performance_contribution_sector_group_ts_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Date,Data Infrastructure,Energy and Water Resources,Environmental Services,Network Utilities,Power Generation x-Renewables,Renewable Power,Social Infrastructure,Transport

%

Industry Contribution

<INDEX_ID>_qoq_performance_contribution_sector_ts_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Date,Airport Companies,Car Park Companies,"Convention, Entertainment, and Recreational Facilities",Data Storage,Data Transmission,Defence Services,District Cooling/Heating Companies,Education Services,Electricity Distribution Companies,Electricity Transmission Companies,Energy Resource Processing Companies,Energy Resource Storage Companies,Gas Distribution Companies,Government Services,Health and Social Care Services,Hydroelectric Power Generation,Independent Power Producers,Independent Water and Power Producers,Other Renewable Power Generation,Other Renewable Technologies,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water Supply and Treatment,Water and Sewerage Companies,Wind Power Generation

%

Business Model Contribution

<INDEX_ID>_qoq_performance_contribution_business_model_ts_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Date,Contracted,Merchant,Regulated

%

Corporate Structure Contribution

<INDEX_ID>_qoq_performance_contribution_corporate_governance_ts_<YYYY-MM-DD>.csv

AllocationDate,ComputationAsOfDate,Date,Corporates,Projects

%

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