Is it possible to retrieve historic turnover, loads, and asset allocation for funds?

ErikM
ErikM
in Eikon Data APIs

Using Eikon API, I would like to retrieve historic data on funds' annual portfolio turnover, loads charged, and asset allocation to equity? From what I looked up so far these variables either not exist (turnover) or no historical data retrieval (loads, asset allocation) is possible but wanted to double check.

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Best Answer

  • bob.lee
    bob.lee
    Answer ✓

    @ErikM , I believe your observations are correct that there is no fund's holdings turnover data nor historical data on loads and allocations available in Eikon API. I do not aware Lipper collect fund's turnover, so I doubt this data is available regardless which API or apps. for "loads" (I assume you meant total expense ratio) and allocations, the RDP Funds API should have the historical data.

Answers

  • ErikM
    ErikM
    Thank you
    @b.lee I meant upfront or deferred sales charges and not total expense ratio. Do you know if this is available as well? Could you tell me the RDP API requests for historical retrieval of charges and allocation?
  • bob.lee
    bob.lee

    @ErikM , RDP Funds API do support historical data on charges (initial charge, redemption charge and annual charge). However, I do not able to find a good sample fund showing historical initial charge or redemption charge. I only find a sample that it is able to return historical annual charges. Below is my sample query and result:

    symbols=68602583&properties=charges[filter:ANNUAL_CHARGE;start:2019-01-01]
    {
      "assets": [
        {
          "id": "68602583",
          "charges": [
            {
              "code": "ANNUAL_CHARGE",
              "type": {
                "id": "778",
                "name": "Annual"
              },
              "values": [
                {
                  "date": "2020-04-02",
                  "endDate": "2020-04-27",
                  "actual": 1.25
                },
                {
                  "date": "2020-04-28",
                  "actual": 1.2
                }
              ]
            }
          ]
        }
      ],
      "totalRecords": 1,
      "fromIndex": 0,
      "toIndex": 0,
      "pageNumber": 0
    }

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