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risk_report

Read-onlyIdempotent

Assess portfolio drawdown depth and risk-adjusted returns with bootstrap confidence intervals: max drawdown, Ulcer, CDaR, Sharpe, Sortino, Calmar, and time-weighted return.

Instructions

Drawdown-first risk panel for the held portfolio: max drawdown (depth/dates/recovery + CI), Ulcer, CDaR, and Sharpe/Sortino/Calmar with bootstrap confidence intervals, plus the annualized time-weighted return (it rides on the same daily history). Offline, read-only. Use to answer 'how risky / how deep are the drawdowns' — and for the time-weighted return portfolio_summary can't compute.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault

No arguments

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
asofYes
cdarNomean of the worst-5% drawdowns (positive magnitude)
noteNo
calmarNonull when there's no drawdown (undefined)
n_daysYes
sharpeYes
sortinoNonull with no downside days (undefined)
is_noisyYesTrue when under ~2 trading years — bands are wide
provenanceYes
ulcer_indexNoRMS drawdown (positive magnitude)
max_drawdownYes
dollar_drawdownYes
true_twr_annualizedNoannualized time-weighted return (252-day basis) from the same daily series as this panel — the one tool that carries it; null only when the window is too short to annualize (< 20 return-days)
Behavior3/5

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

Annotations already declare readOnlyHint=true and idempotentHint=true. Description adds 'offline, read-only' which is consistent but does not provide additional behavioral traits beyond what annotations convey.

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?

Single sentence is concise but slightly dense with parenthetical details. It is front-loaded with main purpose. Could be broken into clearer structure, but efficient overall.

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

Completeness5/5

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

With 0 parameters, rich annotations, and existing output schema, the description covers the tool's purpose, usage, and behavioral constraints completely. No gaps remain.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

No parameters exist, so schema coverage is 100%. Description does not need to add parameter info. Baseline 4 for 0 params is appropriate.

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?

Description clearly states it's a drawdown-first risk panel for the held portfolio, listing specific metrics (max drawdown, Ulcer, CDaR, Sharpe, etc.). It distinguishes itself from portfolio_summary by noting it computes time-weighted return.

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

Usage Guidelines5/5

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

Explicitly states use cases: answering 'how risky / how deep are the drawdowns' and computing time-weighted return that portfolio_summary cannot. No alternative tools mentioned but sibling list provides context.

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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