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Get ETF risk

get_etf_risk
Read-only

Calculate drawdown, annualized volatility, downside volatility, historical VaR, Sharpe, Sortino and Calmar ratios from stored daily close prices. With benchmarkTicker, also calculates beta, correlation, tracking error, active return and information ratio on aligned dates. Results are price-return risk, not distribution-adjusted total-return risk. Read-only.

Input Schema

NameRequiredDescriptionDefault
daysNoCalendar-day lookback for daily close-price risk calculations.
tickerYesExact Bullrun ETF listing ticker.
benchmarkTickerNoOptional exact priced benchmark/proxy ticker for beta, correlation, tracking error, active return, and information ratio.
riskFreeRatePctNoAnnual risk-free rate in percentage points for Sharpe, Sortino, and Calmar ratios.

Output Schema

NameRequiredDescriptionDefault
riskYes
tickerYes
webPageNo
coverageYes
warningsYes
methodologyYes
lookbackDaysYes
platformLinkNo
benchmarkRelativeYes

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed2 schema fields changed
    • addedOutput schema / properties / platformLink
      Added value: +{
      +  "additionalProperties": false,
      +  "properties": {
      +    "description": {
      +      "type": "string"
      +    },
      +    "label": {
      +      "type": "string"
      +    },
      +    "url": {
      +      "format": "uri",
      +      "type": "string"
      +    }
      +  },
      +  "required": [
      +    "label",
      +    "url",
      +    "description"
      +  ],
      +  "type": "object"
      +}
    • addedOutput schema / properties / webPage
      Added value: +{
      +  "format": "uri",
      +  "type": "string"
      +}
  2. Added

TDQS

A3.9/5.0
Behavior4/5

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

Annotations already cover the safety profile, so the description clears the lower bar by adding a substantive methodological caveat: results are price-return risk, not distribution-adjusted total-return risk. It also grounds the computation in 'stored daily close prices' and notes alignment on dates for benchmark metrics. 'Read-only' merely repeats the annotation, which is minor waste rather than a problem.

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

Conciseness4/5

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

Three tight sentences, front-loaded with the primary computation and then the benchmark extension. The trailing 'Read-only' duplicates the readOnlyHint annotation and could be dropped, but overall there is little waste.

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

Completeness4/5

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

With an output schema present, return-value explanation is unnecessary, and the description covers inputs' effect, methodology basis, and a key interpretation caveat. It stops short of noting limits of the lookback window or what happens with insufficient history, but it is sufficient for correct invocation.

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 every parameter is already documented (days as calendar-day lookback, riskFreeRatePct as annual percentage points, benchmarkTicker's metric set). The description's only addition is 'on aligned dates' for the benchmark path, which is marginal. Baseline 3 is appropriate given the schema does the heavy lifting.

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?

Opens with a specific verb (Calculate) and names the exact resource and metric set: drawdown, volatility, VaR, Sharpe, Sortino, Calmar. It also distinguishes the benchmark-enabled mode from the base mode, so an agent can tell this apart from sibling tools like get_etf_snapshot or get_company_risk.

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

Usage Guidelines3/5

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

The only conditional guidance is 'With benchmarkTicker, also calculates...', which is really parameter behavior rather than tool selection. There is no statement of when to prefer this over compare_etfs, get_etf_timeseries, or get_portfolio_analytics, and no preconditions (e.g., minimum history) are given.

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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