Also I would like to pull the portfolio Forecasted Risk using Python.
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Thank you, but is it possible to access the weight of the assigned benchmark as well? And also is it possible to access the contribution to active risk?
Hi @dbishnoi ,
You can retrieve the benchmark weights using the same data items. For example:
df1, err1 = ek.get_data(['Portfolio(SAMPLE_ASSET_ALLOCATION_US_AGGRESSIVE)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])
df2, err2 = ek.get_data(['Portfolio(SPY-A)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])
The ex-ante risk items are currently unavailable via Eikon API, so you will need to continue using Portfolios & Lists application in Eikon.
Please see if the following Previously Answered Question is helpful?
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