The SASECRSP Interface Engine
- INDHEAD Data Set—CRSP Index Header Data
- REBAL Data Set—Index Rebalancing History Arrays
- REBAL Group Data Set—Index Rebalancing History Group Array
- LIST Data Set—Index Membership List Arrays
- LIST Group Data Set—Index Membership List Group Arrays
- USDCNT Data Set—Portfolio Used Count Array
- TOTCNT Data Set—Portfolio Total Count Array
- USDCNT Group Data Set—Portfolio Used Time Series Group
- TOTCNT Group Data Set—Portfolio Total Count Time Series Groups
- USDVAL Data Set—Portfolio Used Value Array
- TOTVAL Data Set—Portfolio Total Value Array
- USDVAL Group Data Set—Portfolio Used Value Time Series Groups
- TOTVAL Group Data Set—Portfolio Total Value Time Series Groups
- TRET Data Set—Total Returns Time Series
- ARET Data Set—Appreciation Returns Time Series
- IRET Data Set—Income Returns Time Series
- TRET Group Data Set—Total Returns Time Series Groups
- ARET Group Data Set—Appreciation Returns Time Series Groups
- IRET Group Data Set—Income Returns Time Series Groups
- TIND Data Set—Total Return Index Levels Time Series
- AIND Data Set—Appreciation Index Levels Time Series
- IIND Data Set—Income Index Levels Time Series
- TIND Group Data Set—Total Return Index Levels Time Series Groups
- AIND Group Data Set—Appreciation Index Levels Groups
- IIND Group Data Set—Income Index Levels Time Series Groups
Table 38.20: INDHEAD Data Set—CRSP Index Header Data
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
Permanent index identification number |
Numeric |
|
INDCO |
Permanent index group identification number |
Numeric |
|
PRIMFLAG |
Index primary link |
Numeric |
|
PORTNUM |
Portfolio number if subset series |
Numeric |
|
INDNAME |
Index Name |
Character |
|
GROUPNAM |
Index Group Name |
Character |
Table 38.21: REBAL Data Set—Index Rebalancing History Arrays
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
RBEGDT |
Rebalancing beginning date |
Numeric |
|
RENDDT |
Rebalancing ending date |
Numeric |
|
USDCNT |
Count used as of rebalancing |
Numeric |
|
MAXCNT |
Maximum count during period |
Numeric |
|
TOTCNT |
Available count as of rebalancing |
Numeric |
|
ENDCNT |
Count at end of period |
Numeric |
|
MINID |
Identifier at minimum value |
Numeric |
|
MAXID |
Identifier at maximum value |
Numeric |
|
MINSTA |
Smallest statistic in period |
Numeric |
|
MAXSTA |
Largest statistic in period |
Numeric |
|
MEDSTA |
Median statistic in period |
Numeric |
|
AVGSTA |
Average statistic in period |
Numeric |
Table 38.22: REBAL Group Data Set—Index Rebalancing History Group Array
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
RBEGDT1 |
Rebalancing beginning date for port 1 |
Numeric |
|
RBEGDT2 |
Rebalancing beginning date for port 2 |
Numeric |
|
RBEGDT3 |
Rebalancing beginning date for port 3 |
Numeric |
|
RBEGDT4 |
Rebalancing beginning date for port 4 |
Numeric |
|
RBEGDT5 |
Rebalancing beginning date for port 5 |
Numeric |
|
RBEGDT6 |
Rebalancing beginning date for port 6 |
Numeric |
|
RBEGDT7 |
Rebalancing beginning date for port 7 |
Numeric |
|
RBEGDT8 |
Rebalancing beginning date for port 8 |
Numeric |
|
RBEGDT9 |
Rebalancing beginning date for port 9 |
Numeric |
|
RBEGDT10 |
Rebalancing beginning date for port 10 |
Numeric |
|
RENDDT1 |
Rebalancing ending date for port 1 |
Numeric |
|
RENDDT2 |
Rebalancing ending date for port 2 |
Numeric |
|
RENDDT3 |
Rebalancing ending date for port 3 |
Numeric |
|
RENDDT4 |
Rebalancing ending date for port 4 |
Numeric |
|
RENDDT5 |
Rebalancing ending date for port 5 |
Numeric |
|
RENDDT6 |
Rebalancing ending date for port 6 |
Numeric |
|
RENDDT7 |
Rebalancing ending date for port 7 |
Numeric |
|
RENDDT8 |
Rebalancing ending date for port 8 |
Numeric |
|
RENDDT9 |
Rebalancing ending date for port 9 |
Numeric |
|
RENDDT10 |
Rebalancing ending date for port 10 |
Numeric |
|
USDCNT1 |
Count used as of rebalancing for port 1 |
Numeric |
|
USDCNT2 |
Count used as of rebalancing for port 2 |
Numeric |
|
USDCNT3 |
Count used as of rebalancing for port 3 |
Numeric |
|
USDCNT4 |
Count used as of rebalancing for port 4 |
Numeric |
|
USDCNT5 |
Count used as of rebalancing for port 5 |
Numeric |
|
USDCNT6 |
Count used as of rebalancing for port 6 |
Numeric |
|
USDCNT7 |
Count used as of rebalancing for port 7 |
Numeric |
|
USDCNT8 |
Count used as of rebalancing for port 8 |
Numeric |
|
USDCNT9 |
Count used as of rebalancing for port 9 |
Numeric |
|
USDCNT10 |
Count used as of rebalancing for port10 |
Numeric |
|
MAXCNT1 |
Maximum count during period for port 1 |
Numeric |
|
MAXCNT2 |
Maximum count during period for port 2 |
Numeric |
|
MAXCNT3 |
Maximum count during period for port 3 |
Numeric |
|
MAXCNT4 |
Maximum count during period for port 4 |
Numeric |
|
MAXCNT5 |
Maximum count during period for port 5 |
Numeric |
|
MAXCNT6 |
Maximum count during period for port 6 |
Numeric |
|
MAXCNT7 |
Maximum count during period for port 7 |
Numeric |
|
MAXCNT8 |
Maximum count during period for port 8 |
Numeric |
|
MAXCNT9 |
Maximum count during period for port 9 |
Numeric |
|
MAXCNT10 |
Maximum count during period for port 10 |
Numeric |
|
TOTCNT1 |
Available count as of rebalancing for port 1 |
Numeric |
|
TOTCNT2 |
Available count as of rebalancing for port 2 |
Numeric |
|
TOTCNT3 |
Available count as of rebalancing for port 3 |
Numeric |
|
TOTCNT4 |
Available count as of rebalancing for port 4 |
Numeric |
|
TOTCNT5 |
Available count as of rebalancing for port 5 |
Numeric |
|
TOTCNT6 |
Available count as of rebalancing for port 6 |
Numeric |
|
TOTCNT7 |
Available count as of rebalancing for port 7 |
Numeric |
|
TOTCNT8 |
Available count as of rebalancing for port 8 |
Numeric |
|
TOTCNT9 |
Available count as of rebalancing for port 9 |
Numeric |
|
TOTCNT10 |
Available count as of rebalancing for port10 |
Numeric |
|
ENDCNT1 |
Count at end of period for port 1 |
Numeric |
|
ENDCNT2 |
Count at end of period for port 2 |
Numeric |
|
ENDCNT3 |
Count at end of period for port 3 |
Numeric |
|
ENDCNT4 |
Count at end of period for port 4 |
Numeric |
|
ENDCNT5 |
Count at end of period for port 5 |
Numeric |
|
ENDCNT6 |
Count at end of period for port 6 |
Numeric |
|
ENDCNT7 |
Count at end of period for port 7 |
Numeric |
|
ENDCNT8 |
Count at end of period for port 8 |
Numeric |
|
ENDCNT9 |
Count at end of period for port 9 |
Numeric |
|
ENDCNT10 |
Count at end of period for port 10 |
Numeric |
|
MINID1 |
Identifier at minimum value for port 1 |
Numeric |
|
MINID2 |
Identifier at minimum value for port 2 |
Numeric |
|
MINID3 |
Identifier at minimum value for port 3 |
Numeric |
|
MINID4 |
Identifier at minimum value for port 4 |
Numeric |
|
MINID5 |
Identifier at minimum value for port 5 |
Numeric |
|
MINID6 |
Identifier at minimum value for port 6 |
Numeric |
|
MINID7 |
Identifier at minimum value for port 7 |
Numeric |
|
MINID8 |
Identifier at minimum value for port 8 |
Numeric |
|
MINID9 |
Identifier at minimum value for port 9 |
Numeric |
|
MINID10 |
Identifier at minimum value for port 10 |
Numeric |
|
MAXID1 |
Identifier at maximum value for port 1 |
Numeric |
|
MAXID2 |
Identifier at maximum value for port 2 |
Numeric |
|
MAXID3 |
Identifier at maximum value for port 3 |
Numeric |
|
MAXID4 |
Identifier at maximum value for port 4 |
Numeric |
|
MAXID5 |
Identifier at maximum value for port 5 |
Numeric |
|
MAXID6 |
Identifier at maximum value for port 6 |
Numeric |
|
MAXID7 |
Identifier at maximum value for port 7 |
Numeric |
|
MAXID8 |
Identifier at maximum value for port 8 |
Numeric |
|
MAXID9 |
Identifier at maximum value for port 9 |
Numeric |
|
MAXID10 |
Identifier at maximum value for port 10 |
Numeric |
|
MINSTA1 |
Smallest statistic in period for port 1 |
Numeric |
|
MINSTA2 |
Smallest statistic in period for port 2 |
Numeric |
|
MINSTA3 |
Smallest statistic in period for port 3 |
Numeric |
|
MINSTA4 |
Smallest statistic in period for port 4 |
Numeric |
|
MINSTA5 |
Smallest statistic in period for port 5 |
Numeric |
|
MINSTA6 |
Smallest statistic in period for port 6 |
Numeric |
|
MINSTA7 |
Smallest statistic in period for port 7 |
Numeric |
|
MINSTA8 |
Smallest statistic in period for port 8 |
Numeric |
|
MINSTA9 |
Smallest statistic in period for port 9 |
Numeric |
|
MINSTA10 |
Smallest statistic in period for port 10 |
Numeric |
|
MAXSTA1 |
Largest statistic in period for port 1 |
Numeric |
|
MAXSTA2 |
Largest statistic in period for port 2 |
Numeric |
|
MAXSTA3 |
Largest statistic in period for port 3 |
Numeric |
|
MAXSTA4 |
Largest statistic in period for port 4 |
Numeric |
|
MAXSTA5 |
Largest statistic in period for port 5 |
Numeric |
|
MAXSTA6 |
Largest statistic in period for port 6 |
Numeric |
|
MAXSTA7 |
Largest statistic in period for port 7 |
Numeric |
|
MAXSTA8 |
Largest statistic in period for port 8 |
Numeric |
|
MAXSTA9 |
Largest statistic in period for port 9 |
Numeric |
|
MAXSTA10 |
Largest statistic in period for port 10 |
Numeric |
|
MEDSTA1 |
Median statistic in period for port 1 |
Numeric |
|
MEDSTA2 |
Median statistic in period for port 2 |
Numeric |
|
MEDSTA3 |
Median statistic in period for port 3 |
Numeric |
|
MEDSTA4 |
Median statistic in period for port 4 |
Numeric |
|
MEDSTA5 |
Median statistic in period for port 5 |
Numeric |
|
MEDSTA6 |
Median statistic in period for port 6 |
Numeric |
|
MEDSTA7 |
Median statistic in period for port 7 |
Numeric |
|
MEDSTA8 |
Median statistic in period for port 8 |
Numeric |
|
MEDSTA9 |
Median statistic in period for port 9 |
Numeric |
|
MEDSTA10 |
Median statistic in period for port 10 |
Numeric |
|
AVGSTA1 |
Average statistic in period for port 1 |
Numeric |
|
AVGSTA2 |
Average statistic in period for port 2 |
Numeric |
|
AVGSTA3 |
Average statistic in period for port 3 |
Numeric |
|
AVGSTA4 |
Average statistic in period for port 4 |
Numeric |
|
AVGSTA5 |
Average statistic in period for port 5 |
Numeric |
|
AVGSTA6 |
Average statistic in period for port 6 |
Numeric |
|
AVGSTA7 |
Average statistic in period for port 7 |
Numeric |
|
AVGSTA8 |
Average statistic in period for port 8 |
Numeric |
|
AVGSTA9 |
Average statistic in period for port 9 |
Numeric |
|
AVGSTA10 |
Average statistic in period for port 10 |
Numeric |
Table 38.23: LIST Data Set—Index Membership List Arrays
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
PERMNO |
Issue identifier |
Numeric |
|
BEGDT |
First date included |
Numeric |
|
ENDDT |
Last date included |
Numeric |
|
SUBIND |
Code for subcategory of list |
Numeric |
|
WEIGHT |
Weight during range |
Numeric |
Table 38.24: LIST Group Data Set—Index Membership List Group Arrays
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
PERMNO1 |
Issue identifier |
Numeric |
|
BEGDT1 |
First date included |
Numeric |
|
ENDDT1 |
Last date included |
Numeric |
|
SUBIND1 |
Code for subcategory of list |
Numeric |
|
WEIGHT1 |
Weight during range |
Numeric |
Table 38.25: USDCNT Data Set—Portfolio Used Count Array
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
USDCNT |
Portfolio Used Count |
Numeric |
Table 38.26: TOTCNT Data Set—Portfolio Total Count Array
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TOTCNT |
Portfolio Used Count |
Numeric |
Table 38.27: USDCNT Group Data Set—Portfolio Used Time Series Group
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
USDCNT1 |
Used Count for Port 1 |
Numeric |
|
USDCNT2 |
Used Count for Port 2 |
Numeric |
|
USDCNT3 |
Used Count for Port 3 |
Numeric |
|
USDCNT4 |
Used Count for Port 4 |
Numeric |
|
USDCNT5 |
Used Count for Port 5 |
Numeric |
|
USDCNT6 |
Used Count for Port 6 |
Numeric |
|
USDCNT7 |
Used Count for Port 7 |
Numeric |
|
USDCNT8 |
Used Count for Port 8 |
Numeric |
|
USDCNT9 |
Used Count for Port 9 |
Numeric |
|
USDCNT10 |
Used Count for Port 10 |
Numeric |
|
USDCNT11 |
Used Count for Port 11 |
Numeric |
|
USDCNT12 |
Used Count for Port 12 |
Numeric |
|
USDCNT13 |
Used Count for Port 13 |
Numeric |
|
USDCNT14 |
Used Count for Port 14 |
Numeric |
|
USDCNT15 |
Used Count for Port 15 |
Numeric |
|
USDCNT16 |
Used Count for Port 16 |
Numeric |
|
USDCNT17 |
Used Count for Port 17 |
Numeric |
Table 38.28: TOTCNT Group Data Set—Portfolio Total Count Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TOTCNT1 |
Total Count for Port 1 |
Numeric |
|
TOTCNT2 |
Total Count for Port 2 |
Numeric |
|
TOTCNT3 |
Total Count for Port 3 |
Numeric |
|
TOTCNT4 |
Total Count for Port 4 |
Numeric |
|
TOTCNT5 |
Total Count for Port 5 |
Numeric |
|
TOTCNT6 |
Total Count for Port 6 |
Numeric |
|
TOTCNT7 |
Total Count for Port 7 |
Numeric |
|
TOTCNT8 |
Total Count for Port 8 |
Numeric |
|
TOTCNT9 |
Total Count for Port 9 |
Numeric |
|
TOTCNT10 |
Total Count for Port10 |
Numeric |
|
TOTCNT11 |
Total Count for Port11 |
Numeric |
|
TOTCNT12 |
Total Count for Port12 |
Numeric |
|
TOTCNT13 |
Total Count for Port13 |
Numeric |
|
TOTCNT14 |
Total Count for Port14 |
Numeric |
|
TOTCNT15 |
Total Count for Port15 |
Numeric |
|
TOTCNT16 |
Total Count for Port16 |
Numeric |
|
TOTCNT17 |
Total Count for Port17 |
Numeric |
Table 38.29: USDVAL Data Set—Portfolio Used Value Array
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
USDVAL |
Portfolio Used Value |
Numeric |
Table 38.30: TOTVAL Data Set—Portfolio Total Value Array
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TOTVAL |
Portfolio Total Value |
Numeric |
Table 38.31: USDVAL Group Data Set—Portfolio Used Value Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
USDVAL1 |
Used Value for Port 1 |
Numeric |
|
USDVAL2 |
Used Value for Port 2 |
Numeric |
|
USDVAL3 |
Used Value for Port 3 |
Numeric |
|
USDVAL4 |
Used Value for Port 4 |
Numeric |
|
USDVAL5 |
Used Value for Port 5 |
Numeric |
|
USDVAL6 |
Used Value for Port 6 |
Numeric |
|
USDVAL7 |
Used Value for Port 7 |
Numeric |
|
USDVAL8 |
Used Value for Port 8 |
Numeric |
|
USDVAL9 |
Used Value for Port 9 |
Numeric |
|
USDVAL10 |
Used Value for Port 10 |
Numeric |
|
USDVAL11 |
Used Value for Port 11 |
Numeric |
|
USDVAL12 |
Used Value for Port 12 |
Numeric |
|
USDVAL13 |
Used Value for Port 13 |
Numeric |
|
USDVAL14 |
Used Value for Port 14 |
Numeric |
|
USDVAL15 |
Used Value for Port 15 |
Numeric |
|
USDVAL16 |
Used Value for Port 16 |
Numeric |
|
USDVAL17 |
Used Value for Port 17 |
Numeric |
Table 38.32: TOTVAL Group Data Set—Portfolio Total Value Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TOTVAL1 |
Total Value for Port 1 |
Numeric |
|
TOTVAL2 |
Total Value for Port 2 |
Numeric |
|
TOTVAL3 |
Total Value for Port 3 |
Numeric |
|
TOTVAL4 |
Total Value for Port 4 |
Numeric |
|
TOTVAL5 |
Total Value for Port 5 |
Numeric |
|
TOTVAL6 |
Total Value for Port 6 |
Numeric |
|
TOTVAL7 |
Total Value for Port 7 |
Numeric |
|
TOTVAL8 |
Total Value for Port 8 |
Numeric |
|
TOTVAL9 |
Total Value for Port 9 |
Numeric |
|
TOTVAL10 |
Total Value for Port10 |
Numeric |
|
TOTVAL11 |
Total Value for Port11 |
Numeric |
|
TOTVAL12 |
Total Value for Port12 |
Numeric |
|
TOTVAL13 |
Total Value for Port13 |
Numeric |
|
TOTVAL14 |
Total Value for Port14 |
Numeric |
|
TOTVAL15 |
Total Value for Port15 |
Numeric |
|
TOTVAL16 |
Total Value for Port16 |
Numeric |
|
TOTVAL17 |
Total Value for Port17 |
Numeric |
Table 38.33: TRET Data Set—Total Returns Time Series
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TRET |
Total Returns |
Numeric |
Table 38.34: ARET Data Set—Appreciation Returns Time Series
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
ARET |
Appreciation Returns Time Series |
Numeric |
Table 38.35: IRET Data Set—Income Returns Time Series
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
IRET |
Income Returns |
Numeric |
Table 38.36: TRET Group Data Set—Total Returns Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TRET1 |
Total Returns for Port 1 |
Numeric |
|
TRET2 |
Total Returns for Port 2 |
Numeric |
|
TRET3 |
Total Returns for Port 3 |
Numeric |
|
TRET4 |
Total Returns for Port 4 |
Numeric |
|
TRET5 |
Total Returns for Port 5 |
Numeric |
|
TRET6 |
Total Returns for Port 6 |
Numeric |
|
TRET7 |
Total Returns for Port 7 |
Numeric |
|
TRET8 |
Total Returns for Port 8 |
Numeric |
|
TRET9 |
Total Returns for Port 9 |
Numeric |
|
TRET10 |
Total Returns for Port 10 |
Numeric |
|
TRET11 |
Total Returns for Port 11 |
Numeric |
|
TRET12 |
Total Returns for Port 12 |
Numeric |
|
TRET13 |
Total Returns for Port 13 |
Numeric |
|
TRET14 |
Total Returns for Port 14 |
Numeric |
|
TRET15 |
Total Returns for Port 15 |
Numeric |
|
TRET16 |
Total Returns for Port 16 |
Numeric |
|
TRET17 |
Total Returns for Port 17 |
Numeric |
Table 38.37: ARET Group Data Set—Appreciation Returns Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
ARET1 |
Appreciation Returns for Port 1 |
Numeric |
|
ARET2 |
Appreciation Returns for Port 2 |
Numeric |
|
ARET3 |
Appreciation Returns for Port 3 |
Numeric |
|
ARET4 |
Appreciation Returns for Port 4 |
Numeric |
|
ARET5 |
Appreciation Returns for Port 5 |
Numeric |
|
ARET6 |
Appreciation Returns for Port 6 |
Numeric |
|
ARET7 |
Appreciation Returns for Port 7 |
Numeric |
|
ARET8 |
Appreciation Returns for Port 8 |
Numeric |
|
ARET9 |
Appreciation Returns for Port 9 |
Numeric |
|
ARET10 |
Appreciation Returns for Port 10 |
Numeric |
|
ARET11 |
Appreciation Returns for Port 11 |
Numeric |
|
ARET12 |
Appreciation Returns for Port 12 |
Numeric |
|
ARET13 |
Appreciation Returns for Port 13 |
Numeric |
|
ARET14 |
Appreciation Returns for Port 14 |
Numeric |
|
ARET15 |
Appreciation Returns for Port 15 |
Numeric |
|
ARET16 |
Appreciation Returns for Port 16 |
Numeric |
|
ARET17 |
Appreciation Returns for Port 17 |
Numeric |
Table 38.38: IRET Group Data Set—Income Returns Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
IRET1 |
Income Returns for Port 1 |
Numeric |
|
IRET2 |
Income Returns for Port 2 |
Numeric |
|
IRET3 |
Income Returns for Port 3 |
Numeric |
|
IRET4 |
Income Returns for Port 4 |
Numeric |
|
IRET5 |
Income Returns for Port 5 |
Numeric |
|
IRET6 |
Income Returns for Port 6 |
Numeric |
|
IRET7 |
Income Returns for Port 7 |
Numeric |
|
IRET8 |
Income Returns for Port 8 |
Numeric |
|
IRET9 |
Income Returns for Port 9 |
Numeric |
|
IRET10 |
Income Returns for Port 10 |
Numeric |
|
IRET11 |
Income Returns for Port 11 |
Numeric |
|
IRET12 |
Income Returns for Port 12 |
Numeric |
|
IRET13 |
Income Returns for Port 13 |
Numeric |
|
IRET14 |
Income Returns for Port 14 |
Numeric |
|
IRET15 |
Income Returns for Port 15 |
Numeric |
|
IRET16 |
Income Returns for Port 16 |
Numeric |
|
IRET17 |
Income Returns for Port 17 |
Numeric |
Table 38.39: TIND Data Set—Total Return Index Levels Time Series
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TIND |
Total Return Index Levels |
Numeric |
Table 38.40: AIND Data Set—Appreciation Index Levels Time Series
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
AIND |
Appreciation Index Levels |
Numeric |
Table 38.41: IIND Data Set—Income Index Levels Time Series
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
IIND |
Income Index Levels |
Numeric |
Table 38.42: TIND Group Data Set—Total Return Index Levels Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
TIND1 |
Total Return Index Levels for Port 1 |
Numeric |
|
TIND2 |
Total Return Index Levels for Port 2 |
Numeric |
|
TIND3 |
Total Return Index Levels for Port 3 |
Numeric |
|
TIND4 |
Total Return Index Levels for Port 4 |
Numeric |
|
TIND5 |
Total Return Index Levels for Port 5 |
Numeric |
|
TIND6 |
Total Return Index Levels for Port 6 |
Numeric |
|
TIND7 |
Total Return Index Levels for Port 7 |
Numeric |
|
TIND8 |
Total Return Index Levels for Port 8 |
Numeric |
|
TIND9 |
Total Return Index Levels for Port 9 |
Numeric |
|
TIND10 |
Total Return Index Levels for Port 10 |
Numeric |
|
TIND11 |
Total Return Index Levels for Port 11 |
Numeric |
|
TIND12 |
Total Return Index Levels for Port 12 |
Numeric |
|
TIND13 |
Total Return Index Levels for Port 13 |
Numeric |
|
TIND14 |
Total Return Index Levels for Port 14 |
Numeric |
|
TIND15 |
Total Return Index Levels for Port 15 |
Numeric |
|
TIND16 |
Total Return Index Levels for Port 16 |
Numeric |
|
TIND17 |
Total Return Index Levels for Port 17 |
Numeric |
Table 38.43: AIND Group Data Set—Appreciation Index Levels Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
AIND1 |
Appreciation Index Levels for Port 1 |
Numeric |
|
AIND2 |
Appreciation Index Levels for Port 2 |
Numeric |
|
AIND3 |
Appreciation Index Levels for Port 3 |
Numeric |
|
AIND4 |
Appreciation Index Levels for Port 4 |
Numeric |
|
AIND5 |
Appreciation Index Levels for Port 5 |
Numeric |
|
AIND6 |
Appreciation Index Levels for Port 6 |
Numeric |
|
AIND7 |
Appreciation Index Levels for Port 7 |
Numeric |
|
AIND8 |
Appreciation Index Levels for Port 8 |
Numeric |
|
AIND9 |
Appreciation Index Levels for Port 9 |
Numeric |
|
AIND10 |
Appreciation Index Levels for Port 10 |
Numeric |
|
AIND11 |
Appreciation Index Levels for Port 11 |
Numeric |
|
AIND12 |
Appreciation Index Levels for Port 12 |
Numeric |
|
AIND13 |
Appreciation Index Levels for Port 13 |
Numeric |
|
AIND14 |
Appreciation Index Levels for Port 14 |
Numeric |
|
AIND15 |
Appreciation Index Levels for Port 15 |
Numeric |
|
AIND16 |
Appreciation Index Levels for Port 16 |
Numeric |
|
AIND17 |
Appreciation Index Levels for Port 17 |
Numeric |
Table 38.44: IIND Group Data Set—Income Index Levels Time Series Groups
|
Field |
Label |
Type |
|---|---|---|
|
INDNO |
INDNO |
Numeric |
|
CALDT |
Calendar Trading Date |
Numeric |
|
IIND1 |
Income Index Levels for Port 1 |
Numeric |
|
IIND2 |
Income Index Levels for Port 2 |
Numeric |
|
IIND3 |
Income Index Levels for Port 3 |
Numeric |
|
IIND4 |
Income Index Levels for Port 4 |
Numeric |
|
IIND5 |
Income Index Levels for Port 5 |
Numeric |
|
IIND6 |
Income Index Levels for Port 6 |
Numeric |
|
IIND7 |
Income Index Levels for Port 7 |
Numeric |
|
IIND8 |
Income Index Levels for Port 8 |
Numeric |
|
IIND9 |
Income Index Levels for Port 9 |
Numeric |
|
IIND10 |
Income Index Levels for Port 10 |
Numeric |
|
IIND11 |
Income Index Levels for Port 11 |
Numeric |
|
IIND12 |
Income Index Levels for Port 12 |
Numeric |
|
IIND13 |
Income Index Levels for Port 13 |
Numeric |
|
IIND14 |
Income Index Levels for Port 14 |
Numeric |
|
IIND15 |
Income Index Levels for Port 15 |
Numeric |
|
IIND16 |
Income Index Levels for Port 16 |
Numeric |
|
IIND17 |
Income Index Levels for Port 17 |
Numeric |