Funds Performance
Funds Performance
Section titled “Funds Performance”Performance measurement, attribution analysis, and benchmarking for Islamic investment funds.
Overview
Section titled “Overview”The Funds Performance rail provides analytics:
- Return calculation — Time-weighted and money-weighted returns
- Benchmark comparison — Performance vs Shariah-compliant benchmarks (DJIM, S&P Shariah)
- Attribution analysis — Sector, security, and currency contribution to returns
- Risk metrics — Sharpe ratio, standard deviation, maximum drawdown, tracking error
- Peer comparison — Rank fund performance against peer group
Key Concepts
Section titled “Key Concepts”| Concept | Description |
|---|---|
| TWR | Time-Weighted Return — eliminates impact of cash flows |
| MWR | Money-Weighted Return — includes impact of cash flows (IRR) |
| Sharpe Ratio | Risk-adjusted return measure (return per unit of risk) |
| Tracking Error | Standard deviation of active returns vs benchmark |
| Alpha | Excess return above benchmark after adjusting for risk |
Endpoints
Section titled “Endpoints”Refer to the API Explorer for interactive endpoint documentation.
Authentication
Section titled “Authentication”All endpoints require authentication via Bearer token or API key.
Rate Limiting
Section titled “Rate Limiting”Standard rate limits apply. See Rate Limiting for details.