Morningstar Excel
Add
-
In
Reference Guide
Copyright © 2015 by Morningstar Inc. All Rights Reserved.
Morningstar Excel Add-In
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Morningstar Excel Add-In - Reference Guide
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Morningstar Excel Add-In
Data Retrieval
Morningstar Add-In
Data Retrieval
Data Retrieval Functions
Morningstar Excel API provides five data retrieval functions:
1) MSDP
2) MSTS
3) MSDate
4) MSHOLDING
5) MSMEMBER
MSDP, MSTS, MSHOLDING functions work the same way for funds, stocks and accounts/model
portfolios/custom benchmarks. All the examples below use funds or stocks for these three functions
but you can apply the same logic to accounts/model portfolios/custom benchmarks by following the
wizard to retrieve the global unique identifier (GUID) shown in the Formula Result Box to then get
the corresponding data.
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Morningstar Excel Add-In
MSDP (Data Point)
Morningstar Add-In
MSDP (Data Point)
MSDP - Data Point
Retrieve discrete value
Requires 2 parameters: security identifier and data attribute identifier
Example:=MSDP("MORN","sector")
MSDP is designed for retrieving current data points such as stock name, Morningstar Category for
a mutual fund share class. MSDP requires two parameters, security identifier and data attribute
identifier.
Security identifiers are trading symbol (long form such as NAS:AAPL or short form such as AAPL),
ISIN, and CUSIP. When security types are not traded on exchanges, you need to provide an identifier
defined by Morningstar (SecID). This would apply to market indices, separate accounts, and
pension/life products.
As mentioned above, the security identifier for accounts/model portfolios/custom benchmarks is the
global unique identifier (GUID), which can only be found in Direct log file - shown in the Formula
Result Box.
Data point or attribute identifier defines the data point uniquely. Therefore, the data point names in
text serve as the data identifier. For example, "name" represents name, "close" represents security
closing price, or "ret_market" represents market return. Parameter values are presented in quotation
marks and separated by commas.
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Morningstar Excel Add-In
Examples
Morningstar Add-In
Examples
Examples
Example 1: for single security with single data point
=MSDP("NAS:AAPL", "Base_CUR",”CORR=C,HEADERS=FALSE”)
=MSDP("NAS:AAPL", "Base_CUR",”CORR=C,HEADERS=FALSE”)
If a user changes the formula to =MSDP("NAS:AAPL", "Base_CUR",”CORR=C,HEADERS=True”), then he
will see the header in the screenshot below.
=MSDP(A2, B1)
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Examples
Morningstar Add-In
Example 2: for single security with multiple attributes
=MSDP($A2, B1) or MSDP($A2,C1) or MSDP($A2, D1)
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Example 3: for multiple securities with multiple data points
=MSDP($A2, B$1)
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Morningstar Excel Add-In
MSTS (Time Series)
Morningstar Add-In
MSTS (Time Series)
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MSTS - Time Series
Time series calculation
4 parameters required: security identifier, data attribute identifier, start date, end date
For most time series data like price, MSTS requires at least four parameters, but for custom
calculation data points, MSTS requires more parameters dependent on the data point requirements.
For example: to calculate an average, MSTS also requires source parameter; to calculate beta, MSTS
requires source, benchmark, and RFP parameters - all dependent on your target data points.
Click Here for Guide on Custom Calculations
http://morningstardirect.morningstar.com/clientcomm/GuideOfCusCal.pdf
Relative dates can be applied
Example:=MSTS("SEQUX","return","01/01/2012","lmktclose")
MSTS is designed for retrieving data time series such as historical prices for stocks, NAVs for mutual
fund, or historical calendar period returns for securities. MSTS requires a minimum of four parameters
- security identifier, data point identifier, start date, and end date. For information on security identifier
and data point identifier, refer to the MSDP section above. For start data and end data, the time range
is defined for the intended data series. For example, function =MSTS("COLB", "close", "3/1/2011",
"3/31/2011")" retrieves daily close price of Columbia Banking System, Inc. from 3/1/2011 to
3/31/2011.
Additional parameters are also offered to meet specific needs. For example, daily series can be
displayed fully or at a lower frequency such as weekly or monthly. A maximum of fifteen
parameters can be utilized to fully convey the return data requirements.
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Morningstar Excel Add-In
Examples
Morningstar Add-In
Examples
Examples
Example 1: to generate historical series
=MSTS("WFC", "close", "3/1/2011", "3/31/2011")
Example 2: to retrieve return data point by using "return" as data point identifier
and specifying return type as the additional parameter
=MSTS("TSE:WFC","
return
",
"3/1/2011",
"3/31/2011","CorR=R,Dates=True,Freq=D,Days=C,Fill=B,Curr=USD,
rtype= total")
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Example 3: to retrieve return data point by using "return type" as data point identifier
and achieve the same result
=MSTS("TSE:WFC","total_ret",
"3/1/2011",
"3/31/2011","CorR=R,Dates=True,Freq=D,Days=C,Fill=B,Curr=USD")
Example 4: to calculate alpha for stocks
=MSTS("NYS:CIS","Alpha","1/1/2010","12/31/2012","CorR=C,Dates=True,Source=HS440,Benchmark
=XIUSA04G92,RFP=XIUSA000OC,Comp=S,Win=9,Shift=3,Ann=False,Fill=B,Curr=BASE")
HS440 is the ID of monthly market return
XIUSA04G92 is the ID of S&P 500 TR
XIUSA000OC is the ID of USTREAS T-Bill Auction Ave 3 Mon
In the examples above, we indicated the start and end date but there are many different ways to
save time in specifying a time range clearly without having to type full values for start date and end
date. Below are two groups of examples to apply relative dates.
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Morningstar Excel Add-In
Group 1: Using "+" or "-" to define a date relative to a specific date
For example, with SD representing start date and ED representing end date, you can use "+" and "-"
to define a date relative to a specific date. Date abbreviations are: D for working daily, W for week,
M or C for month, Q for quarter, Y, X or G for year, S for half year. For detailed definition of these
parameters, please refer to dash code part.
Example 1: when end date equals the start date plus six days
Example 2: Alternatively, when start date equals the end date minus six days
=MSTS("NAS:VIFSX","NAV_daily",
"ED-6d", "4/12/2011","Dates=True")
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Group 2: Using frequency abbreviations to retrieve values for the whole
calendar period
M represents monthly, Q represents quarterly, and S represents half year. Please note that a
similar logic may be provided in a future release to address fiscal calendar periods.
Example 1: to retrieve daily closing prices for the month of February 2010
=MSTS("NYS:GD", "close", "2010m2","Dates=True")
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Example 2: to retrieve daily closing prices for the first quarter of 2010
=MSTS("NYS:GD", "close", "2010Q1","Dates=True")
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Example 3: to retrieve daily closing prices for the first half of the year, 2010
=MSTS("NYS:GD", "close", "2010S1","Dates=True")
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Morningstar Excel Add-In
Configuration Capability
Momingst:Dr
Add-In
[I
Configuration Capability
Configuration Capability
The table below shows the full
range of configuration capability.
In the Possible Values
column,
the
first
value is
considered
the
default
value with the
exception of
the
rtype parameter.
Therefore,
if
you
do
not specify
a
parameter
explicitly,
Morningstar Add-In
will use the first
value
by
default.
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Last Updated:
08/18/15
I©
lorningstar,
Inc.,
2015
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Morningstar Excel Add-In
MSDate (Date)
Morningstar Add-In
MSDate (Date)
MSDate - Date
Retrieve dynamic dates
Examples:=MSDATE("lmktclose")
MSDate is designed to provide more convenience in defining time periods or effective dates. For
example, MSDate can be used to dynamically retrieve last year end, last quarter end, last month
end, last week end and last market close date. This function is considered necessary when you need
to move time windows dynamically. Below is a table of these important dates.
Name
ID
Last market close
lmktclose
Last week end lwend
Last month end lmend
Last quarter end lqend
Last year end lyend
Last semi year end lsyend
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Morningstar Excel Add-In
Examples
Morningstar Add-In
Examples
Examples
Example 1: to retrieve the date for last year end
=MSDATE("lyend")
Example 2: to retrieve the date for last quarter end
= MSDATE("lqend")
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Morningstar Excel Add-In
MSHOLDING (Holding Data)
Morningstar Add-In
MSHOLDING (Holding Data)
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MSHOLDING (Holding Data)
Retrieve holding data
Require 2 parameters to retrieve latest holding: portfolio ID and position ID
Require 4 parameters to retrieve historical holding: portfolio ID, position ID, start date,
end date
Example: =MSHOLDING("VFIAX","ISIN",)
=MSHOLDING("SAUSA000WL;SA","TICKER","1/1/2011","12/31/2011")
MSHOLDING is designed for retrieving holdings of portfolios. MSHOLDING requires at least two
parameters to retrieve the latest holding, portfolio ID and position ID. Portfolio IDs are ticker, ISIN,
CUSIP and Morningstar SecID, the same as security identifiers of MSDP and MSTS. Position IDs define
the output IDs of holdings and could be ticker, ISIN, CUSIP and Morningstar SecID.
MSHOLDING requires a minimum of four parameters to get historical holdings, portfolio ID, position
ID, start date and end date.
Additional parameters are offered to meet more needs. The table below shows all additional
parameters.
Parameter Name
Parameter Value
Holding Type/HT all/stocks/bonds/cash/other, default as "all".
Freq A/D/M/Q/Y, A for all available portfolios, default as "A".
Name True/False, default as true.
Weight True/False, default as true.
Shares True/False, optional parameter, default as false.
Market Value/MV True/False, optional parameter, default as false.
Curr True/False, optional parameter, default as false.
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Morningstar Excel Add-In
Examples
Morningstar Add-In
Examples
Examples
Example 1: to retrieve latest holdings for a fund
=MSHOLDING("FOUSA00CJ8","ISIN")
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Example 2: to retrieve market value of latest holdings
=MSHOLDING("GSSMX","ISIN","market
value=true")
Example 3: to retrieve number of shares and currency of latest holdings
=MSHOLDING("FOUSA00CJA;FO","Ticker","shares=true,curr=true")
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Example 4: to retrieve historical holdings
=MSHOLDING("FOUSA00EMV;FO","CUSIP","1/1/2011","12/31/2011")
Example 5: to retrieve historical stock holdings
=MSHOLDING("PBFBX","ISIN","1/1/2012","6/30/2012","Freq=A,Holding
type=stocks,MV=true,name=true")
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Morningstar Excel Add-In
MSMEMBER (Fund Groups)
Morningstar Add-In
MSMEMBER (Fund Groups)
MSMEMBER (Fund groups)
Retrieve IDs of investment list or search saved in Direct
Require 3 parameters to retrieve IDs of investment list or search: Source ID, Group Value
and Security ID.
Example:
=MSMEMBER("L","SAMPLE-US
OE","SecId")
MSMEMBER is designed for retrieving the IDs of all members of an investment list or a search, which is
saved in Direct. MSMEMBER requires three parameters, Source ID, Group Value and Security ID.
Source ID defines the source, "L" for investment list and "S" for search. Group Value is investment list
name or search name. Security ID defines the output IDs of members and could be ISIN, Ticker,
CUSIP, and SecID.
Additional parameter "CorR" is offered to indicate whether retried values are displayed vertically or
horizontally, "C" for the next cell in the same column and "R" for the next cell in the same row.
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Morningstar Excel Add-In
Examples
Morningstar Add-In
Examples
Examples
Example 1: to retrieve IDs of members for an investment list
=MSMEMBER("L","SAMPLE LIST","ISIN","CORR=C")
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Morningstar Excel Add-In
MSECON
Morningstar Add-In
MSECON
MSECON
Economic Data function (MSECON) allows you to retrieve the most impactful Economic Indicators.
Type in any economic data keyword (i.e GDP, Jobs, etc) to get the latest and most reliable data
powered by FRED and Action Economics.
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Morningstar Excel Add-In
Examples
Morningstar Add-In
Examples
Examples
=MSECON("WORLD.INTEREST.RATES.10YEAR.TREASURY.YIELDS.GERMANY.QUARTERLY","Value","9/1/
2012","8/31/2015","CorR=C,Dates=True,Days=T,Fill=B,AsofDate=8/31/2015,ShowCorrection=false,A
scending=false,AllVersions=true,LatestValue=false")
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Morningstar Excel Add-In
Dash Code Functions
Morningstar Add-In
Dash Code Functions
Dash Code Functions
Dash codes in the Morningstar Add-In are an extension of the data retrieval functions where you can
specify the start and end date in relation to a chosen number of periods before the current date or
specified end date (i.e. "Latest -w1" will set the date to the end of the previous week). Multiple dash
codes can be used in one date function. You also have the benefit of setting up floating time periods.
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Morningstar Excel Add-In
Parameters
Morningstar Add-In
Parameters
Parameters
Latest - This will be yesterday's date as the current day's price will not have been collected yet.
Latest can also be used in conjunction with the codes below by adding the codes onto the end of latest
(e.g. Latest-m3)
For start dates only use the chosen end date plus a dash code. In the start date field if users enter
just a dash code (e.g.'-w3' rather than 'latest-w3') the system will use the user specified end date and
apply the dash code logic to that to find the start date. E.g. If the end date is 'latest-w2' and the start
date is just '-w3'. The start date would go back 3 weeks from the end date (i.e. it would go back 5
weeks in total]
Examples below use a date of 12th April 2011 as the latest date. The actual date is the 13th of April.
+/-D - Goes forward/back the required number of working days, only includes Mon-Friday days.
E.g. Latest-d5 will go back to 5th April 2011. (For a start date API would show this as 6th April 2011).
+/-W - Goes forward/back the required number of weeks and then to the previous Saturday point.
E.g. Latest-w1 would return the 2nd April 2011 (back one week to the 5th April (Tuesday) then go
back to the prior Saturday. (For a start date API would show this as 3rd April 2011)
+/-M - Goes forward/back the required number of Months and then to the previous Month end point.
E.g. Latest-m0 it would go back to 31st March 2011. (For a start date API would show this as 1st April)
+/-C - Goes forward/back the required number of Calendar months to the same date in the month E.g.
Latest-c3 would go back to the 12th Jan 2011. (For a start date API would show this as 13th Jan)
+/-Q - Goes forward/back the required number of quarters and then to the previous quarter end point E.g.
Latest-Q2 would go back to 30th Sep 2010. (For a start date API would show this as 1st Oct 2010)
+/-S - Goes forward/back the required number of 6 month periods then to the previous Dec/June
end point
E.g. Latest-s1 would go back to 31st June 2010. (For a start date API would show this as 1st July
2010)
+/-X - Goes forward/back the required number of years and then to the previous year end point
E.g. Latest-x4 would go back to 31st Dec 2006. (For a start date API would show this as 1st Jan 2007)
+/-Y - Goes forward/back the required number of years and then to the previous month end point
E.g. Latest -y1 would go back to 31st March 2010. (For a start date API would show this as
1st
April
2010)
+/-G - Goes forward/back the required number of calendar years to the same point in the month
E.g. Latest -g1 would go back to 12th April 2010. (For a start date API would show this as 13th April
2010)
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Morningstar Excel Add-In
Manual Examples
Morningstar Add-In
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Manual Examples
Manually write Dash Codes in MSTS function
Example 1 (generated on 9/29/2011): when latest=9/28/2011, start date=9/1/2011, end
date=9/28/2011
=MSTS("NAS:JGBAX","Return",
"latest-m0", "latest","Dates=True,Freq=d,Days=C,RType=total")
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Example 2 (generated on 9/29/2011): when latest=9/28/2011, start date=1/1/2010,
end date=12/31/2010.
=MSTS("NYS:MMM","Close", "ED-1X", "latest-0X","Dates=True,Freq=d,Days=C,Fill=B")
Example 3 (generated on 9/29/2011): when latest=9/28/2011, start date=4/1/2011,
end date=6/30/2011
=MSTS("NAS:PHDAX","NAV_daily",
"ED-1Q", "lqend","Dates=True,Freq=d,Days=C")
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Example 4: when end date is specified to be April 6, 2011 plus 6 working days, i.e. April
14, 2011.
=MSTS("NAS:VIFSX","NAV_daily","4/4/2011","4/6/2011+6d","dates=true,days=c")
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Morningstar Excel Add-In
User Interface Examples
Morningstar Add-In
User Interface Examples
Dash Codes in Investments Function
To enter dash codes in Data Retriever Dialog, choose the End Dash Codes option in the Start date and
End date drop down. The default dash code of "End date" is latest. Therefore, if you do not add an
End date, the default is latest.
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Morningstar Excel Add-In
MSDate Examples
Morningstar Add-In
MSDate Examples
Use Dash Codes with MSDate
Dash code parameters can be used in MSDate function. When MSDates is referred to or included in
MSTS as start date, API will automatically add one day for MSDate result and use it as start
date
for
MSTS calculation.
Example 1 (generated on 9/29/2011): When lmktclose=9/28/2011, in MSTS
start date=8/1/2011, end date=8/31/2011
=MSTS("GOOG","close",A1,A2,"dates=true,days=c")
A1: =MSDATE("lmktclose-1m")
A2: =MSDATE("lmktclose-0m")
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Example 2 (generated on 9/29/2011): When latest=9/28/2011, in MSTS start
date=1/1/2010, end date=12/31/2010
=MSTS("XXX:9146","total_ret",
A1, A2,"Dates=True,Freq=m,Days=T")
A1: =MSDATE("latest-3s")
A2: =MSDATE("latest-1s")
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Morningstar Excel Add-In
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Custom Calculations
Morningstar Add-In
Custom Calculations
Custom Calculations
The Morningstar Add-In supports custom calculation data with the MSTS function. New Parameters
added for custom calculation data include: Source, Benchmark, RFP, Comp, Win, Shift, and more.
New options have also been added to the Investment Dialog for custom calculation settings.
Parameter Name
Description
Possible Parameter Values
New
Parameter
or not?
Security Identifier
Define the security
Ticker, ISIN, CUSIP, SecID, exchange:ticker,
exchange:ISIN, exchange:CUSIP,
SecID;Universe
N
Data Point Identifier Define the data point Data point names in text
N
Start Date/End Date
Define the time range of
intended data series
Dates
N
Additional
Parameter
Source
Source data used to calculate
the target data points
Data Point ID, default to HP010 (Monthly
Return)
Y
Benchmark
Benchmark used to calculate
the selected data points
SecID of securities
Y
RFP Risk-free proxy SecID of securities
Y
Comp Compounding Method S for standard; L for logarithmic; default to S;
Y
Win* Rolling windows Positive numbers
Y
Shift*
Window shift
Positive numbers
Y
Ann
Retrieve annualized or not
annualized data
True/False,
N
Curr
Currency of the returned data
The three letter ISO currency code, i.e., "EUR"
for Euro. Default to base currency.
N
CorR
Indicate whether retried values
be displayed vertically or
horizontally
C for the next cell in the same column; R for
the next cell in the same row; default to C
N
Dates Show the dates or not True/False, default to false,
N
*Win and Shift parameters are used to add multiple periods at once. For example, a one year
window with 1 month shift (win=12m,shift=1m), will add 12 months of data, separated by each
month, i.e. 1/1/2011-12/31/2011, 2/1/2011-1/31/2012, 3/1/2011-2/29/2012.
Please note that the Unit of Win and Shift should be consistent with frequency of source data. For
example, when source is a monthly return, it’s OK to write ‘win=12m, shift=1m’, or ‘win=12,
shift=1’ in functions, but the Add-In will return N/A, if you set ‘win=1y, shift=1m’.
Dialog for custom calculation data
There are six new options added for the custom calculation data shown in the red rectangle below.
· Source data: Choose from a dropdown list of source data available for the target custom
calculation data
· Benchmark: find benchmark name with auto look-up;
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· Risk-free proxy: find risk-free proxy name with auto look-up;
· Compounding method: Choose from two method options: standard/logarithmic;
· Rolling window: set the time period for each calculation;
· Window shift: set how often each calculation is performed;
Custom Calculation data points available in Add-In
Full Name Short Name
Alpha (non-excess return) Alpha_non_excess_ret
Alpha Alpha
Average Average
Average Gain Average_Gain
Average Loss Average_Loss
Batting Average Batting_Average
Beta (non-excess return) Beta_non_excess_ret
Beta Beta
Correlation (non-excess return) Correlation_non_excess_ret
Correlation Correlation
Down Capture Ratio Down_Capture_Ratio
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Down Capture Return Down_Capture_Return
Downside Deviation Downside_Deviation
Excess Return Excess_Return
Excess Return (geo) Excess_Return_geo
Information Ratio (arith) Info_Ratio_arith
Information Ratio (geo) Info_Ratio_geo
Kurtosis Kurtosis
Loss Std Dev Loss_Std_Dev
Max Max
Median Median
Min Min
Relative Risk Relative_Risk
Residual Std Dev (non-excess return) Residual_Std_Dev_non_excess_ret
Residual Std Dev Residual_Std_Dev
R2 (non-excess return) R2_non_excess_ret
R2 R2
Semi Dev Semi_Dev
Sharpe Ratio (arith) Sharpe_Ratio_arith
Sharpe Ratio (geo) Sharpe_Ratio_geo
Skewness Skewness
Sortino Ratio (arith) Sortino_Ratio_arith
Sortino Ratio (geo) Sortino_Ratio_geo
Std Dev Std_Dev
Tracking Error Tracking_Error
Treynor Ratio (arith) Treynor_Ratio_arith
Treynor Ratio (geo) Treynor_Ratio_geo
Up Capture Ratio Up_Capture_Ratio
Up Capture Return Up_Capture_Return
Upside Deviation Upside_Deviation
Calmar Ratio Calmar_Ratio
Sum Sum
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Best Month Best_Month
Worst Month Worst_Month
Best Quarter Best_Quarter
Worst Quarter Worst_Quarter
Gain Std Dev Gain_Std_Dev
Max Drawdown Max_Drawdown
Max Drawdown # of Periods Max_Drawdown_#_of_Periods
Max Drawdown Peak Date Max_Drawdown_Peak_Date
Max Drawdown Valley Date Max_Drawdown_Valley_Date
Up Period Percent Up_Period_Percent
Down Period Percent Down_Period_Percent
Longest Up-Streak # of Periods Longest_Up_Streak_#_of_Periods
Longest Up-Streak Return Longest_Up_Streak_Return
Longest Up-Streak Start Date Longest_Up_Streak_Start_Date
Longest Up-Streak End Date Longest_Up_Streak_End_Date
Longest Down-Streak # of Periods
Longest_Down_Streak_#_of_Period
s
Longest Down-Streak Return Longest_Down_Streak_Return
Longest Down-Streak Start Date Longest_Down_Streak_Start_Date
Longest Down-Streak End Date Longest_Down_Streak_End_Date
Up Number Ratio Up_Number_Ratio
Up Percent Ratio Up_Percent_Ratio
Down Number Ratio Down_Number_Ratio
Down Percent Ratio Down_Percent_Ratio
Sharpe Ratio Sharpe_Ratio
First Value First_Value
Last Value Last_Value
First Date First_Date
Last Date Last_Date
Number of Observations Number_of_Observations
Omega Omega
Kappa(3) Kappa(3)
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Jarque-Bera Jarque_Bera
Sortino Ratio Sortino_Ratio
Sterling Ratio Sterling_Ratio
Average Drawdown Average_Drawdown
Appraisal Ratio (non-excess return) Appraisal_Ratio_non_excess_ret
Std Error Alpha (non-excess return) Std_Error_Alpha_non_excess_ret
Std Error Alpha Std_Error_Alpha
Std Error Beta (non-excess return) Std_Error_Beta_non_excess_ret
Std Error Beta Std_Error_Beta
Bear Beta Bear_Beta
Bear Correlation Bear_Correlation
Bull Beta Bull_Beta
Bull Correlation Bull_Correlation
Efficiency Ratio (arith) Efficiency_Ratio_arith
Coefficient of Variation Coefficient_of_Variation
Gain/Loss Ratio Gain/Loss_Ratio
Max Drawdown Recovery # of Periods
Max_Drawdown_Recovery_#_of_Pe
riods
Max Drawdown Recovery Date Max_Drawdown_Recovery_Date
Max Gain Max_Gain
Max Gain # of Periods Max_Gain_#_of_Periods
Max Gain Start Date Max_Gain_Start_Date
Max Gain End Date Max_Gain_End_Date
Appraisal Ratio Appraisal_Ratio
Covariance (non-excess return) Covariance_non_excess_ret
Covariance Covariance
Downside Std Dev Downside_Std_Dev
Upside Std Dev Upside_Std_Dev
Gain Deviation Gain_Deviation
Loss Deviation Loss_Deviation
Efficiency Ratio (geo) Efficiency_Ratio_geo
M-Squared M_Squared
Morningstar Excel Add-In
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Std Dev Population Std_Dev_Population
Up Number Up_Number
Down Number Down_Number
Overall Capture Ratio Overall_Capture_Ratio
Semi Std Dev Semi_Std_Dev
Semi Variance Semi_Variance
Overall Deviation Overall_Deviation
Average Absolute Deviation Average_Absolute_Deviation
Max Absolute Deviation Max_Absolute_Deviation
Last Updated: 09/02/15 | © Morningstar, Inc., 2015
Morningstar Excel Add-In
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Examples
Morningstar Add-In
Examples
Examples
Example 1: get data with Dialog--calculate "beta" for funds
Results in Excel:
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Example 2: get custom data with Dialog--calculate a single period "Std Dev" for funds
Results in Excel:
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Example 3: get data with Dialog--calculate "sharp ratio" for stocks
Results in Excel:
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Example 4: get data with function--calculate "average" for funds
Formula:
=MSTS("NAS:VFIAX","Average","1/1/2010","12/31/2012","CorR=C,Dates=True,Source=HP010,Win=5
,Shift=1,Fill=B,Curr=BASE")
HP010 is ID of monthly return
Results in Excel:
Example 5: get data with function--calculate "Alpha" for stocks
Formula:
=MSTS("NYS:CIS","Alpha","1/1/2010","12/31/2012","CorR=C,Dates=True,Source=HS440,Benchmark
=XIUSA04G92,RFP=XIUSA000OC,Comp=S,Win=9,Shift=3,Ann=False,Fill=B,Curr=BASE")
HS440 is ID of monthly market return; XIUSA04G92 is ID of S&P 500 TR; XIUSA000OC is ID
of USTREAS T-Bill Auction Ave 3 Mon;
Results in Excel:
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Example 6: get data with function--calculate "Tracking Error" for separate accounts
Formula:
=MSTS("F00000HGPT","TRACKING_ERROR","1/1/2010","12/31/2012","CorR=C,Dates=True,Source=H
PD10,Benchmark=XIUSA04G92,Comp=L,Win=8,Shift=2,Ann=False,Fill=B,Curr=BASE")
HPD10 is ID of monthly gross return; XIUSA04G92 is ID of S&P 500 TR; logarithmic as
compounding method;
Results in Excel:
Last Updated: 09/01/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Accounts/Model Portfolios/Custom Benchmarks
Morningstar Add-In
Accounts/Model Portfolios/Custom Benchmarks
Accounts/Model Portfolios/Custom Benchmarks
For accounts, Morningstar Add-In supports discrete data with MSDP function, time series data
with MSTS function, and holding data with MSHOLDING function;
Trailing return, trailing risk, return, return index, portfolio stats, custom cal and holding data
have also been enabled for accounts in the Add-In;
Getting data for accounts is similar as getting data for Funds/Stocks, except that, security identifier
for accounts is GUID.
Dialog for accounts
Securities tab is for funds, stocks, indices and separate accounts.
Portfolio Management tab is for accounts, model portfolios and custom benchmarks.
Once you enter your data point, you will be able to then select the applicable options.
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Morningstar Excel Add-In
Object: Three options - Accounts, Model portfolios and Custom benchmarks; Accounts is the default
option.
Accounts: The name of this box changes according to the selected options from Object;
When users click Portfolio Management tab and select the Attributes/Time Series sub-tab, as
the
default
option of Object box is Accounts, the default name of this box is Accounts. The Add-In reads all
accounts the users saved in Direct. When users select Model portfolios in the Object box, the box
name will change to Model portfolios. Add-in will read all Model portfolios the users saved in Direct.
The same logic is applied to the Custom benchmark option.
Other settings work the same as Attributes/Time Series tab and Holdings tab for Securities.
Last Updated: 09/02/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Examples
Morningstar Add-In
Examples
Examples
Example 1: get base currency with MSDP for accounts
After selecting the data point, click on add to add it to the basket and submit to see the result.
Results in Excel:
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Example 2: get trailing return with MSDP for accounts
Results in Excel:
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Example 3: get equity style box with MSDP for models
You can also get time series style box for models, if you set start date and end date in the dialog.
Results in Excel:
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Example 4: get equity sector (GICS) data with MSTS for models
Results in Excel:
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Morningstar Excel Add-In
Example 5: get return (day to day) for models
Results in Excel:
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Morningstar Excel Add-In
Example 6: calculate custom calculation data, M-Square for custom benchmarks
Results in Excel:
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Morningstar Excel Add-In
Example 7: get holding of custom benchmark
Results in Excel:
Comment [MC1]: ??? what is this?
Example
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Morningstar Excel Add-In
Example 8: get SecID for investment list which includes both funds and accounts
A user can also pull a list from Morningstar Direct Cloud and those are denoted with a little “diamond” like below:
"5stars5globes◊"
Results in Excel:
Data points available for accounts/models
Please go to the data dictionary part of the following link for data points available for
accounts/models: https://aduatl62.morningstar.com/ExcelAddInServer/
Last Updated: 09/01/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Troubleshooting
Morningstar Add-In
Troubleshooting
Multiple Office versions
Morningstar Add-In
Multiple Office versions
Can two version of Microsoft Office® be installed?
Yes, the Morningstar Add-In is capable of running multiple versions of Office®/Excel®.
Last Updated: 09/02/15 | © Morningstar, Inc., 2015
Received Interop Assemblies Error
Morningstar Add-In
Received Interop Assemblies Error
I recieved a Primary Interop Assemblies error during installation, how do I fix this?
During the installation process the Setup Wizard will automatically install a Primary Interop
Assemblies (PIAs) if it is not found (for more information on PIAs see:
http://msdn.microsoft.com/en-
us/library/aa302338.aspx). In some cases users might receive an error message about the PIAs
installation and the Setup Wizard will stop installation. This is most likely caused by Admin rights on a
user's computer. If this occurs, log off and log back into the computer as an Admin and re-install the
Morningstar Add-In. Once installation is complete, Admin rights are NOT needed to run the add-in.
Last Updated: 08/18/15 | © Morningstar, Inc., 2015
The Morningstar Add-In disappeared
Morningstar Add-In
The Morningstar Add-In disappeared
The Morningstar Add-In disappeared from my Excel® ribbon, how can I get it back?
In some instances the Morningstar Add-In might be auto-disabled if Excel® crashes in the process
of retrieving data. In order to re-enable the add-in navigate to Add-Ins in Excel® Options. In the
'Manage:' drop-down list select 'Disabled Items' then press 'Go…' Select 'Morningstar add-in (ribbon
helper) ()', 'Enable', and then 'Close'. Then select 'OK' in the Excel Options window. Next, close all
Excel® instances and re-open Excel®. The tab or list should appear.
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Morningstar Excel Add-In
Last Updated: 08/24/15 | © Morningstar, Inc., 2015
Empty parser list in Upload Interface
Morningstar Add-In
Empty parser list in Upload Interface
How come my parsers drop-down list is empty in the Upload user interface?
Parsers are located at the server level. If your parser list is blank, or does not include the parser you
are looking for, it most likely is not set up on that server. This can also be caused if a user is not able
to connect to a server. If this is the case, please contact your internal IT or
MorningstarDirectFeedback@morningstar.com.
Last Updated: 09/02/15 | © Morningstar, Inc., 2015
Greyed out Icons
Morningstar Add-In
Greyed out Icons
How come some of my icons are greyed out?
The icons and features are entitled based on username basis. If a particular username is not entitled to
certain features they will be greyed out. In addition, when the active cell contains a function, all other
function icons will be greyed out.
Last Updated: 08/24/15 | © Morningstar, Inc., 2015
Comment [MC2]: What is this?
Comment [MC3]: Does this apply to the Direc
side?
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Morningstar Excel Add-In
Unable to update all Functions
Morningstar Add-In
Unable to update all Functions
How come I am not able to update all the functions on a spreadsheet?
The icons and features are entitled on username basis. If a particular username is not entitled to
certain features they will be greyed out. If a spreadsheet has functions a username is not entitled
to, they will not update when refreshing.
Last Updated: 08/24/15 | © Morningstar, Inc., 2015
Cell references are being overwritten
Morningstar Add-In
Cell references are being overwritten
Why are my cell references being overwritten when I refresh my spreadsheet?
Upon refresh, the add-in targets a block of cells that will be refreshed/overwritten once the data has
returned from the server. These are located in adjacent columns to the right of the function (cells
on the same row but different columns). The width of the refresh range depends on the number of
symbols/queries being refreshed.
Last Updated: 08/24/15 | © Morningstar, Inc., 2015
Contact Client Support
Morningstar Add-In
Contact Client Support
How can I contact client support if I have further questions?
Client support can be reached via email at
MorningstarDirectFeedback@morningstar.com
or phone
support at the following numbers.
Phone
Asia (excluding mainland China) +852 2973 4680
Australia and New Zealand
+61
2 9276 4420
Canada +1 866 229 0216
China
+86
755 3311 0088
United Kingdom
+44
20 3107 0020
United States +1 866 229 0216
For other countries, click here
Last Updated: 08/31/15 | © Morningstar, Inc., 2015
Comment [MC4]: Does this apply to Direct?
Comment [MC5]:
Does this apply to Direct
–
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Morningstar Excel Add-In
Refresh Methods
Morningstar Add-In
Refresh Methods
Refresh Options
Once worksheets are set up they can be saved and later retrieved and refreshed to pull in any
updates to the data since the last run.
Cell - refresh a single sell that contains the function string
Sheet- refresh the current sheet within the workbook
Workbook - refresh the entire workbook including all sheets
Schedule - schedule a specific time or range to refresh
Schedule
Refresh workbook upon opening Excel will automatically refresh the entire workbook when
the file is opened
Refresh workbook at a specific time will allow a user to update the file one the specified
date and time
Refresh workbook in recurring interval will allow a user to update in various
increments (minutes, hours, days)
Last Updated: 09/01/15 | © Morningstar, Inc., 2015
Morningstar Excel Add-In
References
Morningstar Add-In
References
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References
There are many tools to help you maximize the value of Morningstar Add-In. In addition to this user guide
and the video provided on the first page, you have access to live sessions located in Morningstar Direct's
training page as well as the data dictionary, templates, and FAQs located on the Add-In landing page.
Also,
from the Morningstar Add-In, you get easily get access to most of this information in addition to sending us
feedback should you have any questions, concerns, or suggestions.
Last Updated: 09/02/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Templates
Morningstar Add-In
Templates
Asset Class Winners & Losers
Morningstar Add-In
Asset Class Winners & Losers
Asset Class Winners & Losers Template
Click Here to Access the Template
Retrieve annual returns on 10 investments to visualize asset class fluctuations over time.
1. Be sure to install the latest version of Excel API (1.01.023), enable all macros, and open the
attached file.
2. Log in with your Morningstar Direct credentials. "Ctrl + Alt + F9" will refresh the spreadsheet.
3. Enter your investments in the "Inputs" worksheet by entering a SecID, Ticker, or CUSIP into the
cells in column B.
4. Once these investments have been entered, go back to the "Winners & Losers" worksheet.
5. Now press "Ctrl + Shift + R" to run a macro to sort the spreadsheet according to the
investments entered.
Last Updated: 08/21/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Correlation Matrix
Morningstar Add-In
Correlation Matrix
Correlation Matrix Template
Click Here to Access the Template
Retrieve 3 years of monthly returns on 20 investments to automatically create a correlation matrix
containing conditional formatting. A red cell indicates high correlation and a blue cell indicates low
correlation. Just enter tickers, SecIDs, or CUSIPs into the cells in column A.
Last Updated: 08/21/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Best Month/Worst Month Heatmap
Morningstar Add-In
Best Month/Worst Month Heatmap
Best Month Worst Month Heatmap Template
Click Here to Access the Template
Retrieve historical monthly returns to visualize seasonal market trends. Just enter a ticker, SecID,
or CUSIP in cell A1. Quickly identify best and worst months dating back over 20 years.
Last Updated: 09/02/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Year to Year Heatmap
Morningstar Add-In
Year to Year Heatmap
Year to Year Heatmap Template
Click Here to Access the Template
Retrieve a matrix of returns to illustrate multiple holding periods of any investment. Just enter a ticker,
SecID, or CUSIP in cell A2.
Last Updated: 08/21/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Fund Sheet
Morningstar Add-In
Fund Sheet
Fund Sheet Template
Click Here to Access the Template
Retrieve managed portfolio content such as performance relative to benchmark, allocation, risk
statistics, asset flows, and more. Just enter the ticker, SecID, or CUSIP into cell B1.
Last Updated: 08/21/15 | © Morningstar, Inc., 2015
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Morningstar Excel Add-In
Stock Sheet
Morningstar Add-In
Stock Sheet
Stock Sheet Template
Click Here to Access the Template
Retrieve dynamic equity content including price, performance, balance sheet data, income statement
data, cash flow statement data and more. Just enter the ticker, SecID, or CUSIP into cell B1.
Last Updated: 08/21/15 | © Morningstar, Inc., 2015
