In AZASRS/AZASRS: ASRS Database R API

knitr::opts_chunk$set(echo = TRUE)
library(AZASRS)
start_date = '2019-09-30'
end_date = '2019-12-31'
benchmark_type = 'PVT'
itd = FALSE
cash_adjusted = FALSE

Download all data

con = AZASRS::AZASRS_DATABASE_CONNECTION()
nav_daily = get_pm_nav_daily(con = con)
cf_daily = get_pm_cash_flow_daily(con = con)
pm_fund_info = get_pm_fund_info(con = con)

benchmark_relationships = get_benchmark_fund_relationship(con = con,
                                                          benchmark_type = benchmark_type,
                                                          all_benchmark_types = FALSE,
                                                          return_tibble = TRUE)
benchmark_daily_index = get_benchmark_daily_index(con = con,
                                                  all_benchmark_types = TRUE,
                                                  return_tibble = TRUE)

benchmark_daily_index_fv = build_benchmark_fv_index_factor(con = con,
                                                           end_date = end_date,
                                                           benchmark_daily_index = benchmark_daily_index)

Create all metrics!

Portfolio

build_grouped_pm_metrics(con = con,
                        start_date = start_date,
                        end_date = end_date,
                        itd = FALSE,
                        cash_adjusted = cash_adjusted,
                        benchmark_type = 'PVT',
                        nav_daily = nav_daily,
                        cf_daily = cf_daily,
                        benchmark_daily_index = benchmark_daily_index,
                        benchmark_daily_index_fv = benchmark_daily_index_fv,
                        benchmark_relationships = benchmark_relationships,
                        pm_fund_info = pm_fund_info,
                        pm_fund_portfolio)

Portfolio, Category

build_grouped_pm_metrics(con = con,
                        start_date = start_date,
                        end_date = end_date,
                        itd = FALSE,
                        cash_adjusted = cash_adjusted,
                        benchmark_type = 'PVT',
                        nav_daily = nav_daily,
                        cf_daily = cf_daily,
                        benchmark_daily_index = benchmark_daily_index,
                        benchmark_daily_index_fv = benchmark_daily_index_fv,
                        benchmark_relationships = benchmark_relationships,
                        pm_fund_info = pm_fund_info,
                        pm_fund_portfolio, pm_fund_category_description)

Portfolio, Category, Fund

build_grouped_pm_metrics(con = con,
                        start_date = start_date,
                        end_date = end_date,
                        itd = FALSE,
                        cash_adjusted = cash_adjusted,
                        benchmark_type = 'PVT',
                        nav_daily = nav_daily,
                        cf_daily = cf_daily,
                        benchmark_daily_index = benchmark_daily_index,
                        benchmark_daily_index_fv = benchmark_daily_index_fv,
                        benchmark_relationships = benchmark_relationships,
                        pm_fund_info = pm_fund_info,
                        pm_fund_portfolio, pm_fund_category_description, pm_fund_common_name) %>%
  dplyr::select(pm_fund_common_name, pme, irr, tvpi, dva, nav)