risk_full-analysis
Generate a complete risk tearsheet with Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR, and more in a single call from daily returns.
Instructions
Complete risk tearsheet: Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR. Replaces 7 individual calls.
Use when you need a complete risk tearsheet for a return series. Instead of calling 7 individual risk/stats endpoints, this returns Sharpe, Sortino, Calmar, VaR, CVaR, Kelly, max drawdown, Hurst exponent, CAGR, and win rate in one call. Provide daily returns. Returns: comprehensive risk profile with portfolio values. PAID ONLY — no free tier.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| returns | Yes | Daily returns series | |
| equity_curve | No | Equity curve (optional, derived from returns if omitted) | |
| risk_free_rate | No | Annual risk-free rate | |
| portfolio_value | No | Current portfolio value |