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Portfolio Risk Metrics Calculator
x402
Portfolio Risk Metrics Calculator is a paid API for AI agents from payai.agentstools.dev, paid per call via x402, $0.003/call, status unknown (last checked 2026-09-15).
Computes a comprehensive suite of portfolio risk and performance metrics (VaR, CVaR, Sharpe, Sortino, max drawdown, Calmar, volatility, etc.) from an array of periodic returns.
Price / call$0.003
Success—
StatusUnknown
How this service works
Portfolio risk metrics over an array of periodic returns: value-at-risk, conditional VaR, Sharpe, Sortino, max drawdown, Calmar, volatility, and more. Pure computation over your inputs.
Output
Returns a JSON object containing the requested risk and performance metrics computed from the provided returns array. Metrics may include: mean return, standard deviation, annualized volatility, historical VaR, parametric VaR, CVaR, downside deviation, Sharpe ratio, Sortino ratio, max drawdown, and Calmar ratio — all annualized and scaled appropriately based on the periods_per_year parameter.
Example use cases
Hedge fund strategy risk evaluation
“I have 500 daily returns (as decimals) for my long/short equity strategy. Can you compute the Sharpe ratio, Sortino ratio, max drawdown, and CVaR at 99% confidence using a 5% annual risk-free rate and 252 periods per year?”
Crypto portfolio volatility snapshot
“Here are 365 daily returns for my Bitcoin portfolio. Calculate the historical VaR at 95% confidence, annualized volatility, and max drawdown so I can understand the downside risk.”
Comparing two trading systems
“For a monthly return series of 36 entries for my trend-following system, give me the Calmar ratio, Sortino ratio, and downside deviation — use 12 periods per year and a 2% risk-free rate.”
Technical details
Endpoint
POSThttps://payai.agentstools.dev/quant/riskWhen to prefer
Choose this endpoint when you need server-side, stateless computation of a comprehensive set of quantitative risk and performance metrics from a raw returns series — especially when you need multiple metrics in one call rather than computing them individually. Ideal for portfolio analysis workflows where you have periodic returns but lack the computational environment to run financial libraries locally. Prefer this over general-purpose code execution when you want a purpose-built, reliable quant finance computation with no setup overhead.
Side effects
- Empty or missing returns array returns a validation error
- Returns array exceeding 10,000 entries is rejected
- Invalid metric enum values return a bad request error
- Non-numeric values in returns array cause a parsing error
- Invalid confidence value (outside 0-1) returns a validation error
- Insufficient data points for certain metrics (e.g., max drawdown on a single return) may return NaN or an error
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| metrics | array | Which metrics to compute; omit for all |
| returns | array | Periodic returns as decimals, at most 10000 entries |
| risk_free | number | Annual risk-free rate as a decimal, default 0 |
| confidence | number | Confidence for VaR and CVaR, default 0.95 |
| periods_per_year | number | Annualization factor, default 252 |
Tags
x402
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