Fund class periods — fund_class_periods_YYYYMMDD.txt.gz
One file of the SQXray data dictionary. Field list (.csv)
Fund class periods — fund_class_periods_YYYYMMDD.txt.gz
One row per share class per period: completed calendar-year returns (the fund alone) and trailing windows measured against a comparand — the peer category, or the stated index through a proxy fund. period_kind names which; n_months says how many months the row rests on. The population is the classes with filed N-PORT monthly returns: a trailing row needs twelve consecutive filed months (fund_analytics.risk_status = ok), a calendar_year row a complete filed year; classes carried on a NAV close alone have no row here.
| Field | Type | Nullable | Description | Example |
|---|---|---|---|---|
fund_isin | VARCHAR(12) | never blank (key) | The share class's ISIN, always an ISIN. The fund analytics file, keyed on the same fund_isin, carries the trailing windows these rows sit beside; the fund reference file carries the class's identity. | US7467634819 |
portfolio_id | BIGINT UNSIGNED | never blank | The portfolio the class belongs to - the same number the fund reference and portfolio holdings files carry, so a class reaches its book in one join. A stable number, not a code to parse. | 20834 |
analysis_date | DATE | never blank | The date the row was computed for. | 2026-08-27 |
period_kind | VARCHAR(16) | never blank (key) | Which kind of period the row is: calendar_year (a completed calendar year, the fund alone) or trailing (a trailing window measured against a comparand). | trailing |
period | VARCHAR(8) | never blank (key) | The period: the four-digit year of a calendar_year row, or the trailing horizon (1y, 3y, 5y) of a trailing row. | 1y |
comparand_type | VARCHAR(16) | may be blank (key) | What the fund is measured against: category is its own peer group, stated_index is the prospectus benchmark through a proxy series. Blank on a calendar_year row. | category |
comparand_id | VARCHAR(48) | may be blank (key) | The peer category code, or the index key of the proxy. Blank on a calendar_year row. | FI-US |
window_start | DATE | never blank | The first month of the period. | 2025-03-01 |
window_end | DATE | never blank | The last month of the period. | 2026-02-01 |
n_months | SMALLINT UNSIGNED | never blank | Months inside the period: twelve for a calendar year; for a trailing row, the months both series had — the depth every statistic on the row rests on. | 12 |
return_pct | DECIMAL(12,6) | may be blank | The class's total return over the calendar year, percent. Blank on a trailing row (the trailing returns are on the fund analytics file). | 9.572871 |
alpha | DECIMAL(12,6) | may be blank | Annualised return in excess of what beta times the comparand explains, both over the risk-free rate, percent. Blank on a calendar_year row. | -1.251937 |
beta | DECIMAL(12,6) | may be blank | Sensitivity of the fund's monthly return to the comparand's. Blank on a calendar_year row. | 0.124112 |
r_squared | DECIMAL(9,6) | may be blank | Share of the fund's monthly variance the comparand explains, 0 to 1. Blank on a calendar_year row. | 0.010082 |
upside_capture | DECIMAL(12,6) | may be blank | The fund's average return in the comparand's up months as a percent of the comparand's; blank below three such months. Blank on a calendar_year row. | 67.154193 |
downside_capture | DECIMAL(12,6) | may be blank | The fund's average return in the comparand's down months as a percent of the comparand's; blank below three such months. Blank on a calendar_year row. | 13.881621 |
risk_methodology_version | VARCHAR(24) | never blank | The version of the published methodology the risk-measures rows were computed under. | risk-1.0 |
risk_engine_version | VARCHAR(16) | never blank | The version of the risk-measures engine that computed the row. | risk-1.1 |