Benchmark Results 5.3

Approach: “IMA-DRC”

Please see the DRC Vectors section on DRC Vectors length and density.

IMA-DRC: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts Large Dataset Facts
Obligors 24,901 37,309 49,651
Trades 296,025 577,127 1,124,400
Count 440,461 861,263 1,683,211

IMA-DRC: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 30.62 GiB 41.62 GiB 50.93 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 72.46 GiB 121.35 GiB 183.56 GiB

IMA-DRC: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 30 Min 9 Sec 29 Min 58 Sec 1 Hour 6 Min 15 Sec
32 14 Min 49 Sec 25 Min 58 Sec N/A
64 13 Min 10 Sec 23 Min 52 Sec N/A

IMA-DRC: Query Performance

Query: “DRC IMA (Spot)”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.02 Sec 0.02 Sec 0.02 Sec
32 0.02 Sec 0.02 Sec N/A
64 0.02 Sec 0.02 Sec N/A

Query: “DRC IMA”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.06 Sec 0.07 Sec 0.07 Sec
32 0.07 Sec 0.07 Sec N/A
64 0.05 Sec 0.07 Sec N/A

Approach: “IMA-ES”

IMA-ES: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts Large Dataset Facts
Risk Factors 35,297 52,922 70,547
Trades 1,687,770 3,375,270 6,750,270
Count 20,178,228 40,353,228 80,703,228

IMA-ES: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 8.60 GiB 8.20 GiB 14.85 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 50.82 GiB 87.66 GiB 167.34 GiB

IMA-ES: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 2 Min 5 Sec 4 Min 13 Sec 7 Min 47 Sec
32 1 Min 59 Sec 3 Min 28 Sec 6 Min 51 Sec
64 1 Min 27 Sec 3 Min 21 Sec 5 Min 57 Sec

IMA-ES: Query Performance

Query: “IMA ES (Spot)”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.02 Sec 0.02 Sec 0.02 Sec
32 0.02 Sec 0.02 Sec 0.01 Sec
64 0.01 Sec 0.02 Sec 0.01 Sec

Query: “IMA ES”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.10 Sec 0.12 Sec 0.12 Sec
32 0.10 Sec 0.11 Sec 0.08 Sec
64 0.09 Sec 0.11 Sec 0.09 Sec

Approach: “SA-SBM”

SA-SBM: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts Large Dataset Facts
Risk Factors 858,718 1,251,199 1,716,748
Underlyings 109,220 162,218 218,220
Trades 6,580,329 13,160,329 26,320,329
Count 95,024,751 188,604,715 380,084,751

SA-SBM: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 10.23 GiB 17.54 GiB 30.69 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 18.86 GiB 37.16 GiB 73.87 GiB

SA-SBM: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 5 Min 49 Sec 10 Min 6 Sec 23 Min 36 Sec
32 4 Min 4 Sec 8 Min 37 Sec 18 Min 15 Sec
64 3 Min 37 Sec 9 Min 54 Sec 19 Min 23 Sec

SA-SBM: Query Performance

Query: “SA SBM”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.90 Sec 0.24 Sec 1.67 Sec
32 0.79 Sec 0.22 Sec 1.17 Sec
64 0.66 Sec 0.23 Sec 1.21 Sec

Approach: “SA-DRC”

SA-DRC: Dataset Size Breakdown

MDX
Fact Level Small Dataset Facts Medium Dataset Facts Large Dataset Facts
Risk Factors 2,741,467 4,117,592 5,493,717
Underlyings 26,500 39,750 53,000
Trades 6,432,500 12,865,000 25,730,000
Count 8,757,500 17,515,000 35,030,000

SA-DRC: Environment Memory Usage

Heap Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 15.74 GiB 26.72 GiB 53.86 GiB

Direct Memory Usage

Cpus Small Dataset Medium Dataset Large Dataset
Average 9.89 GiB 19.10 GiB 36.15 GiB

SA-DRC: Initial Data Load Times

Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 1 Min 37 Sec 3 Min 18 Sec 5 Min 52 Sec
32 2 Min 6 Sec 3 Min 18 Sec 7 Min 15 Sec
64 1 Min 23 Sec 3 Min 20 Sec 5 Min 14 Sec

SA-DRC: Query Performance

Query: “SA DRC”

MDX
Number Of Cpus Small Dataset Medium Dataset Large Dataset
16 0.84 Sec 1.47 Sec 5.05 Sec
32 0.60 Sec 0.92 Sec 2.42 Sec
64 0.29 Sec 0.50 Sec 2.07 Sec