portfolio_health
Assess portfolio risk with combined metrics: Sharpe ratio, VaR, drawdown, correlation, rebalance detection, and stress tests. Input holdings and returns for a complete health check.
Instructions
Full portfolio health check: risk metrics, correlation, drawdown, rebalance, stress test. Replaces 6 individual calls.
Use when you need a complete portfolio health check. Combines risk metrics, correlation matrix, drawdown analysis, rebalance detection, and stress testing (2008 Crisis, Rate Hike, Flash Crash) in one call. Provide holdings with values, target weights, and return series. Returns: Sharpe, VaR, drawdown, correlation matrix, rebalance trades, and stress test P&L. PAID ONLY — no free tier.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| holdings | Yes | Portfolio holdings | |
| min_trade_usd | No | Minimum trade size in USD | |
| risk_free_rate | No | Annual risk-free rate | |
| rebalance_threshold_pct | No | Drift threshold to trigger rebalance (%) |