performance
Retrieve risk-adjusted performance metrics like Sharpe and Sortino ratios, Alpha, Beta, CAPM, and Fama-French factors for ticker symbols. Specify period: weekly, monthly, quarterly, or yearly.
Instructions
Pre-computed risk-adjusted performance metrics (Sharpe ratio, Sortino ratio, Alpha, Beta, CAPM, Fama-French factors). Requires tickers='AAPL' — use comma-separated values for multiple tickers. Does NOT support period='daily'; use weekly, monthly, quarterly, or yearly instead.
Available indicators: get_alpha, get_beta, get_capital_asset_pricing_model, get_compound_growth_rate, get_factor_asset_correlations, get_factor_correlations, get_fama_and_french_model, get_information_ratio, get_jensens_alpha, get_m2_ratio, get_sharpe_ratio, get_sortino_ratio, get_tracking_error, get_treynor_ratio, get_ulcer_performance_index.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lag | No | Number of periods to lag when computing growth rates. | |
| growth | No | Return period-over-period growth rates instead of absolute values. | |
| method | No | Value for method. | multi |
| period | No | Observation frequency, e.g. 'monthly', 'quarterly', or 'annual'. | |
| rolling | No | Value for rolling. | |
| tickers | No | Comma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-06-27 |
| indicator | Yes | Name of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators. | |
| quarterly | No | Return quarterly data instead of annual when True. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-06-28 |
| show_columns | No | Comma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage. | |
| benchmark_ticker | No | Ticker used as the market benchmark, e.g. 'SPY' or '^GSPC'. | SPY |
| exclude_risk_free | No | Value for exclude_risk_free. | |
| show_full_results | No | Value for show_full_results. | |
| factors_to_calculate | No | Comma-separated factor names to include in the calculation. | |
| include_daily_residuals | No | Value for include_daily_residuals. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |