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risk_portfolio

Read-onlyIdempotent

Calculate 22 portfolio risk metrics including Sharpe, VaR, CVaR, and drawdown from return series to evaluate risk-adjusted performance and downside risk.

Instructions

22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown, skew, kurtosis.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
returnsYesArray of periodic portfolio returns (e.g. daily)
benchmark_returnsNoOptional benchmark return series for relative metrics
risk_free_rateNoAnnual risk-free rate for Sharpe/Sortino calculation
Behavior3/5

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

Annotations declare readOnlyHint=true, destructiveHint=false, and idempotentHint=true. The description adds value by specifying exactly which 22 metrics are computed, but fails to describe the output structure (absent output_schema), computational limits beyond schema's maxItems, or interpretation guidance for the metrics.

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?

Extremely concise single sentence with no redundant words. However, the brevity approaches under-specification given the tool's complexity (22 distinct calculations). The metric list is efficiently presented.

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?

For a complex 22-metric calculation tool with no output schema, the description provides the bare minimum by naming the metrics. It omits return value structure, grouping of metrics (e.g., risk-adjusted vs. tail-risk), or sample output format that would aid agent 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%, with clear definitions for 'returns', 'benchmark_returns', and 'risk_free_rate'. The description adds no parameter-specific guidance, meeting the baseline score for high-coverage schemas.

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

Purpose3/5

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

The description lists the 22 risk metrics calculated (Sharpe, VaR, etc.) implying a calculation function, but lacks an explicit verb (e.g., 'calculate', 'compute'). It distinguishes from sibling 'stats_sharpe-ratio' (single metric) by scope, but doesn't clarify when to prefer this over 'risk_kelly' or 'simulate_montecarlo'.

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 guidance provided on when to use this comprehensive tool versus specific alternatives like 'stats_sharpe-ratio' (for single metric) or 'risk_kelly'. No mention of prerequisites such as minimum data requirements (though minItems: 5 exists in schema).

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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