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Saylor Innovations Portfolio Risk Metrics
x402
Saylor Innovations Portfolio Risk Metrics is a paid API for AI agents from saylorinnovations.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-28).
Computes annualised return, volatility, Sharpe, Sortino, Calmar, max drawdown, VaR, expected shortfall, and skewness from a price or return series
Price / call$0.01
Success—
StatusUnknown
How this service works
Risk metrics from a price or return series - annualised return and volatility, Sharpe, Sortino, Calmar, max drawdown, 95 percent VaR, expected shortfall and skew
Output
Returns a JSON object containing: number of observations, total return percent, annualised return and volatility, Sharpe ratio, Sortino ratio, Calmar ratio, max drawdown (percent and peak/trough indices), 95% Value at Risk, expected shortfall, skewness, excess kurtosis, best and worst single period returns, periods per year used, input type, data source, and an optional explanatory note.
Example use cases
Hedge fund monthly performance review
“Here are 36 monthly NAV prices for our fund: 1000,1012,1008,1025,1019,1041,1038,1055,1049,1072,1065,1090,1083,1101,1095,1118,1110,1135,1128,1150,1143,1168,1160,1185,1177,1200,1192,1218,1210,1235,1228,1252,1244,1270,1262,1289. Can you calculate annualised return, volatility, Sharpe, Sortino, Calmar, max drawdown, VaR, expected shortfall and skewness using 12 periods per year?”
Crypto asset risk assessment
“I have weekly closing prices for a crypto token over the past year: 0.50,0.55,0.48,0.60,0.58,0.72,0.65,0.80,0.75,0.90,0.85,0.95,0.88,1.02,0.97,1.10,1.05,1.20,1.15,1.30,1.25,1.40,1.35,1.50,1.42,1.60,1.55,1.70,1.65,1.80,1.72,1.90,1.85,2.00,1.92,2.10,2.05,2.20,2.12,2.30,2.22,2.40,2.35,2.50,2.42,2.60,2.52,2.70,2.62,2.80,2.72,2.90. Can you give me all the risk metrics including Sharpe, max drawdown and expected shortfall using 52 weekly periods per year?”
Comparing two ETF risk profiles
“I want to assess the risk of an ETF using its last 60 daily prices: 50,50.5,51,50.8,51.5,52,51.8,52.5,53,52.7,53.5,54,53.7,54.5,55,54.8,55.5,56,55.7,56.5,57,56.8,57.5,58,57.7,58.5,59,58.7,59.5,60,59.7,60.5,61,60.7,61.5,62,61.7,62.5,63,62.7,63.5,64,63.7,64.5,65,64.7,65.5,66,65.7,66.5,67,66.7,67.5,68,67.7,68.5,69,68.7,69.5,70. Please calculate the Sharpe ratio, Sortino ratio, Calmar ratio, max drawdown, VaR, and skewness assuming 252 trading days per year.”
Technical details
Endpoint
GEThttps://saylorinnovations.com/api/finance/portfolio-risk?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a comprehensive suite of standard portfolio risk metrics computed from a raw price or return series in one call, without needing to build your own analytics pipeline. It is ideal for rapid risk profiling of any asset class (equities, crypto, funds) at daily, weekly, or monthly granularity. Prefer it over general-purpose code execution tools when you want reliable, pre-validated financial statistics without writing custom Python or R.
Side effects
- Fewer than 5 price values provided — insufficient data for meaningful statistics
- Non-numeric or malformed values in the comma-separated price list
- All prices identical — zero variance causes division errors in ratio calculations
- Too few observations for reliable VaR/ES estimation — results flagged with null fields
- Invalid periods_per_year value — unexpected annualisation results
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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