Here is a sample query that returns the covariance matrix for all factors for the AX-US Medium Horizon model:

query{
  model(id:"AXUS4-MH"){
    factors{
      name
      covariance(on:"2018-09-24"){
        date
        factors(category:"style"){
          name
          annualizedPercentSquared
        }
      }
    }
  }
}


This requests a matrix, which will be returned in JSON. The data is organized such that each factor -- as returned in the data.model.factors node -- displays its covariance to all other factors on a given date. In this sample query, we are only requesting the covariance with the style factors.

Below is an example of Earnings Yield 's covariance to all the style factors, followed by the Value covariance to all the style factors (this result has been truncated).

{
  "data": {
    "model": {
      "factors": [
        {
          "name": "Earnings Yield",
          "covariance": {
            "date": "2018-09-24",
            "factors": [
              {
                "name": "Dividend Yield",
                "annualizedPercentSquared": -0.000003657996
              },
              {
                "name": "Earnings Yield",
                "annualizedPercentSquared": 0.00039250238
              },
              {
                "name": "Exchange Rate Sensitivity",
                "annualizedPercentSquared": 0.000035249494
              },
              {
                "name": "Growth",
                "annualizedPercentSquared": -0.00012328548
              },
              {
                "name": "Leverage",
                "annualizedPercentSquared": -0.000008697348
              },
              {
                "name": "Liquidity",
                "annualizedPercentSquared": -0.000024777057
              },
              {
                "name": "Medium-Term Momentum",
                "annualizedPercentSquared": -0.00016103909
              },
              {
                "name": "Market Sensitivity",
                "annualizedPercentSquared": 0.00002619073
              },
              {
                "name": "Mid Cap",
                "annualizedPercentSquared": 0.000026538972
              },
              {
                "name": "Profitability",
                "annualizedPercentSquared": 0.000033664306
              },
              {
                "name": "Size",
                "annualizedPercentSquared": -0.000004936184
              },
              {
                "name": "Value",
                "annualizedPercentSquared": 0.000037060043
              },
              {
                "name": "Volatility",
                "annualizedPercentSquared": -0.00006212992
              }
            ]
          }
        },
        {
          "name": "Value",
          "covariance": {
            "date": "2018-09-24",
            "factors": [
              {
                "name": "Dividend Yield",
                "annualizedPercentSquared": -0.0000021942662
              },
              ... // this continues to list the style factors
                  // covariances to Value
            ]
          }
        },
        ...  // the other factors and their respective covariances
      ]
    }
  }
}


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