Skip to main content
Skip table of contents

1. File Descriptions (v1)

Data Item

File Name

File Header

Unit

Index Value

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

Date,IndexValue

 

Total Return

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

Date,TotalReturn

%

Index Constituents and Weights

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

NumberOfInstruments,CompanyCode,CompanyName,CountryName,CreditRating,LatestWeight,IndustrialSubclass,IndustrialClass,IndustrialSuperclass (Debt index) CompanyCode,CompanyName,CountryName,LatestWeight,IndustrialSubclass,IndustrialClass,IndustrialSuperclass (Equity index)

 

Constituent breakdown by TICCS and geography classification segments

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

Date,Contracted,Merchant,Regulated

%

Constituent breakdown by TICCS and geography classification segments

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

Date,Corporate,Project Company

%

Constituent breakdown by TICCS and geography classification segments

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

Date,Australia,Austria,Brazil,Chile,Germany,Spain,Finland,France,United Kingdom,Ireland,Italy,Malaysia,Netherlands,Norway,New Zealand,Philippines,Poland,Portugal,Singapore,Slovakia,Sweden,United States

%

Constituent breakdown by TICCS and geography classification segments

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

Date,Americas,Asia,Europe,Oceania

%

Constituent breakdown by TICCS and geography classification segments

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

Date,Airport Companies,Car Park Companies,Convention, Entertainment, and Recreational Facilities,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,Pipeline Companies,Port Companies,Rail Companies,Road Companies,Solar Power Generation,Solid Waste Treatment,Urban Commuter Companies,Wastewater Treatment,Water and Sewerage Companies,Water Supply and Treatment,Wind Power Generation

%

Constituent breakdown by TICCS and geography classification segments

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

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

%

Summary Annualised Risk-Adjusted Performance Metrics

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

Metric,current quarter, current annualised, 1-year, 3-year, 5-year, 10-year, Inception

 

Currency breakdown

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

CurrencyName,Share

%

 

Index year-on-year weighted-average total return

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

Date,YoYWeightedAverageTotalReturn

%

Index year-on-year weighted-average price return

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

Date,YoYWeightedAveragePriceReturn

%

Contributions price and cash returns

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

Date,PriceReturnContribution,CashReturnContribution

%

Effective number of TICCS

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

IndexID,EffectiveNumberBusinessModel,EffectiveNumberIndustrialclass,EffectiveNumberIndustrialSuperclass,EffectiveNumberCountry,EffectiveNumberRegion,EffectiveNumberCorp

 

Index year-on-year weighted-average cash yield moving averages with 5 year and 10 year windows

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

Date,YoYWeightedAverageCashYield5,YoYWeightedAverageCashYield10

%

Index internal rate of return

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

Date,IRR

%

Index duration-weighted internal rate of return

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

Date,DurationWeightedIRR

%

Index year-on-year weighted-average excess return

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

Date,YoYWeightedAverageExcessReturn

%

Index sharpe ratio

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

Date,SharpeRatio10YearWindow,SharpeRatio5YearWindow

 

Index price-to-sales ratio

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

Date,Price-to-sales Ratio

 

Index Value-at-Risk

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

Date,VaR95CornishFisher10yearWindow,VaR95CornishFisher5yearWindow,VaR95Gaussian10yearWindow,VaR95Gaussian5yearWindow,VaR99.5CornishFisher10yearWindow,VaR99.5CornishFisher5yearWindow,VaR99.5Gaussian10yearWindow,VaR99.5Gaussian5yearWindow

%

Index duration

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

Date,Duration

years

Index expected loss

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

Date,ExpectedLoss (Debt index only)

 

Index weighted-average credit spread

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

Date,CreditSpread (Debt index only)

basis points

Index weighted-average risk premium

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

Date,RiskPremium (Equity index only)

%

Internal rate of return/ Yield to maturity quantiles

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

Date,2.5%,25%,50%,75%,97.5%

%

Breakdown of loss given default

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

Date,0-25 %,25-50 %,50-75 %,>75 % (Debt index only)

%

Max drawdown cumulative since inception

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

Date,MaxDrawdownSinceInception

%

Probability of default within next one year breakdown

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

Date,0-0.5 %,0.5-1.8 %,>1.8 % (Debt index only)

%

Quartiles of investment factor

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

Date,2.5%,25%,50%,75%,97.5% (Equity index only)

%

Quartiles of profitability factor

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

Date,2.5%,25%,50%,75%,97.5% (Equity index only)

%

Quartiles of size factor

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

Date,2.5%,25%,50%,75%,97.5% (Equity index only)

USD

Quartiles of leverage factor

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

Date,2.5%,25%,50%,75%,97.5% (Equity index only)

%

Performance contribution of business models

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

Date,Contracted,Merchant,Regulated

%

Performance contribution of corporate structures

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

Date,Corporates,Projects

%

Performance contribution of sector groups

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

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

%

Expected loss percentiles and mean

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

,This quarter,1 year ago,5 year ago,10 year ago (Debt index only)

%

Loss given default percentiles and mean

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

,This quarter,1 year ago,5 year ago,10 year ago (Debt index only)

%

Max drawdown computed over 5 year rolling window

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

Date,MaxDrawdown5

%

Probability of default percentiles percentiles and mean

<INDEX_ID>_pd1_percentiles_and_mean_<YYYY-MM-DD>.csv

Date,Mean probability of default,Probability of default 85th percentile,Probability of default 90th percentile,Probability of default 95th percentile (Debt index only)

%

Probability of default percentiles percentiles and mean by age

<INDEX_ID>_pd1_percentiles_and_mean_by_age_<YYYY-MM-DD>.csv

Age,Mean probability of default,Probability of default 85th percentile,Probability of default 90th percentile,Probability of default 95th percentile (Debt index only)

%

Factor marginal contribution to risk premia

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

Date,Investment,Leverage,Profits,Size,Term Spread (Equity index only)

%

JavaScript errors detected

Please note, these errors can depend on your browser setup.

If this problem persists, please contact our support.