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QuantRisk

by dev.quantrisk

performance_attribution

Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
benchmarkNoBenchmark ticker for relative performance metrics (Information Ratio, Tracking Error, Beta). Default: SPY.SPY
positionsYesArray of portfolio positions. Free tier: max 20 positions (basic ratios only). Paid tier: up to 500 positions with full factor attribution.
period_daysNoMeasurement period in trading days. 252 = ~1 year. Range: 30-1260. Default: 252.
risk_free_rateNoAnnualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Sharpe, Sortino, and Treynor ratios. Default: 0.05.

TDQS

B3.3/5.0
Behavior2/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

No annotations are provided, so the description must disclose behavioral traits. It mentions computations but omits whether the tool is read-only, any auth requirements, rate limits, or side effects. The free tier limitation on positions is documented only in the schema, not the main description.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Two sentences, front-loaded with purpose. Every word is necessary; no fluff or redundancy. Highly efficient.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

Given no output schema, the description should explain return values. It lists the outputs (factor exposures, sector allocation, contributions, ratios) but lacks details on structure, format, or how results are presented. Adequate but incomplete for a tool with complex output.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so baseline is 3. The main description adds no extra parameter information beyond what the schema already provides. It does not elaborate on parameter usage, defaults, or constraints.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description clearly states the tool breaks down portfolio performance into factor exposures, sector allocation, and position contributions, and lists specific ratios computed. This verb-resource pair is distinct from sibling tools like sector_exposure (focused only on sectors) or calculate_greeks (options-focused), making it easy for an agent to select.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines2/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

No explicit guidance on when to use this tool versus alternatives like sector_exposure or analyze_risk. The description implies it is for detailed performance decomposition but does not state exclusions, prerequisites, or when a simpler tool would suffice.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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TDQS

A3.7/5.0
Disambiguation5/5

Each tool has a distinct purpose (e.g., risk metrics, Greeks, portfolio optimization, simulation), with no overlap or ambiguity. The descriptions clearly separate core risk analysis from advanced features.

Naming Consistency5/5

All tool names follow a consistent snake_case verb_noun pattern (e.g., analyze_risk, calculate_greeks), making them predictable and easy to distinguish.

Tool Count5/5

With 10 tools, the server covers a comprehensive range of quantitative risk analytics without being bloated. Each tool serves a clear, non-redundant purpose within risk management.

Completeness4/5

The tool set covers essential risk analysis (VaR, Greeks, optimization, stress tests, attribution) but is missing common features like scenario analysis beyond historical crises or backtesting. Still, it is well above average.

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