QuantOracle Risk/Portfolio Analytics

x402

QuantOracle Risk/Portfolio Analytics is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.008/call, status unknown (last checked 2026-09-14).

Computes comprehensive portfolio risk metrics including Sharpe, Sortino, VaR, CVaR, max drawdown, alpha/beta, and return distribution statistics from a return series

Price / call$0.008

Seller volume →—

Success—

StatusUnknown

How this service works

QuantOracle: risk/portfolio

Output

Returns a JSON object containing: risk metrics (Sharpe, Sortino, Omega, Calmar ratios; VaR at 95/99; CVaR at 95; max drawdown), return statistics (volatility, best/worst return, total return, annualized return, win rate, profit factor), benchmark comparison (alpha, beta, tracking error, information ratio), and distribution properties (skewness, excess kurtosis, fat tails flag), plus computation metadata (n observations, latency in ms).

Example use cases

Example prompt

“Can you run a full risk and performance analysis on this return series [0.001, -0.002, 0.003, 0.0015, -0.0008, 0.002, 0.0005, -0.001, 0.0012, 0.0018] using a risk-free rate of 5% and benchmark returns [0.0008, -0.0015, 0.0025, 0.001, -0.0005, 0.0018, 0.0003, -0.0012, 0.001, 0.0016] — I want Sharpe, Sortino, VaR, max drawdown, alpha, beta, and distribution stats?”

Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/risk/portfolio

When to prefer

Use this endpoint when you need a comprehensive, multi-metric portfolio risk and performance report in a single call — covering risk ratios, VaR/CVaR, benchmark attribution, and return distribution. Prefer this over individual metric calculators when you want Sharpe, Sortino, alpha/beta, and VaR computed together at low latency. Best suited for evaluating trading strategies, backtests, or portfolio slices where you already have a return series.

Side effects

Empty or too-short returns array causing insufficient data for statistical calculations
Mismatched length between returns and benchmark_returns arrays
Invalid risk_free_rate (e.g. negative or extremely large values)
Non-numeric values in returns arrays causing parse errors
Missing required returns field returning 400 or validation error

Input

{
  "input": {
    "body": {
      "returns": [
        0.001,
        -0.002,
        0.003,
        0.0015,
        -0.0008,
        0.002,
        0.0005,
        -0.001,
        0.0012,
        0.0018,
        0.0022,
        -0.0005,
        0.0008,
        0.0011,
        0.0009
      ],
      "risk_free_rate": 0.05,
      "benchmark_returns": [
        0.0008,
        -0.0015,
        0.0025,
        0.001,
        -0.0005,
        0.0018,
        0.0003,
        -0.0012,
        0.001,
        0.0016,
        0.002,
        -0.0003,
        0.0006,
        0.0009,
        0.0007
      ]
    },
    "type": "http",
    "method": "POST",
    "bodyType": "json"
  }
}

Schema · Request body

Field	Type	Description
returns	array	Array of periodic portfolio returns (e.g. daily), max 5000
risk_free_rate	number	Annual risk-free rate for Sharpe/Sortino calculation
benchmark_returns	—	Optional benchmark return series for relative metrics

Output

{
  "n": 15,
  "ms": 17.74,
  "risk": {
    "omega": 3.7209,
    "calmar": 98.28,
    "sharpe": 6.8484,
    "var_95": -0.002,
    "var_99": -0.002,
    "cvar_95": -0.002,
    "sortino": 12.8411,
    "max_drawdown": -0.002
  },
  "_meta": {
    "url": "https://quantoracle.dev",
    "docs": "https://api.quantoracle.dev/docs",
    "powered_by": "QuantOracle"
  },
  "returns": {
    "vol": 0.0214,
    "best": 0.003,
    "total": 0.0118,
    "worst": -0.002,
    "win_rate": 0.7333,
    "annualized": 0.1966,
    "profit_factor": 3.7209
  },
  "benchmark": {
    "beta": 1.1713,
    "alpha": 0.0143,
    "tracking_error": 0.0043,
    "information_ratio": 7.8673
  },
  "distribution": {
    "skewness": -0.5387,
    "fat_tails": false,
    "excess_kurtosis": -0.0878
  }
}

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How this service works

QuantOracle: risk/portfolio

Output

Example use cases

Example prompt

Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/risk/portfolio

When to prefer

Side effects

Empty or too-short returns array causing insufficient data for statistical calculations
Mismatched length between returns and benchmark_returns arrays
Invalid risk_free_rate (e.g. negative or extremely large values)
Non-numeric values in returns arrays causing parse errors
Missing required returns field returning 400 or validation error

Input

{
  "input": {
    "body": {
      "returns": [
        0.001,
        -0.002,
        0.003,
        0.0015,
        -0.0008,
        0.002,
        0.0005,
        -0.001,
        0.0012,
        0.0018,
        0.0022,
        -0.0005,
        0.0008,
        0.0011,
        0.0009
      ],
      "risk_free_rate": 0.05,
      "benchmark_returns": [
        0.0008,
        -0.0015,
        0.0025,
        0.001,
        -0.0005,
        0.0018,
        0.0003,
        -0.0012,
        0.001,
        0.0016,
        0.002,
        -0.0003,
        0.0006,
        0.0009,
        0.0007
      ]
    },
    "type": "http",
    "method": "POST",
    "bodyType": "json"
  }
}

Schema · Request body

Field	Type	Description
returns	array	Array of periodic portfolio returns (e.g. daily), max 5000
risk_free_rate	number	Annual risk-free rate for Sharpe/Sortino calculation
benchmark_returns	—	Optional benchmark return series for relative metrics

Output

{
  "n": 15,
  "ms": 17.74,
  "risk": {
    "omega": 3.7209,
    "calmar": 98.28,
    "sharpe": 6.8484,
    "var_95": -0.002,
    "var_99": -0.002,
    "cvar_95": -0.002,
    "sortino": 12.8411,
    "max_drawdown": -0.002
  },
  "_meta": {
    "url": "https://quantoracle.dev",
    "docs": "https://api.quantoracle.dev/docs",
    "powered_by": "QuantOracle"
  },
  "returns": {
    "vol": 0.0214,
    "best": 0.003,
    "total": 0.0118,
    "worst": -0.002,
    "win_rate": 0.7333,
    "annualized": 0.1966,
    "profit_factor": 3.7209
  },
  "benchmark": {
    "beta": 1.1713,
    "alpha": 0.0143,
    "tracking_error": 0.0043,
    "information_ratio": 7.8673
  },
  "distribution": {
    "skewness": -0.5387,
    "fat_tails": false,
    "excess_kurtosis": -0.0878
  }
}