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dun999

FinSight

analyze_var

Calculate VaR and CVaR for crypto and multi-asset portfolios. Uses live CoinGecko volatility for known tokens, returns daily/annual risk metrics, worst-case loss on $1M, and interpretation.

Instructions

Value-at-Risk (VaR) and CVaR (Expected Shortfall) at 95% and 99% confidence. Uses real volatility auto-fetched from CoinGecko for known crypto tickers. Returns daily and annualised VaR/CVaR, worst-case dollar loss on $1M AUM, and interpretation. Payment: $0.02 USDC on Tempo chain.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
profileNoRisk profile — affects rebalance targets and scoring. Default: balanced.
holdingsYes
riskFreeRateNoAnnual risk-free rate for Sortino and VaR excess return, e.g. 0.05 = 5%. Default: 0.05.
benchmarkReturnNoAnnual benchmark return for Sharpe calculation, e.g. 0.08 = 8%. Default: 0.08.
rebalanceMethodNoPortfolio construction method for rebalance recommendations. Default: profile.
marketIndicatorsNoOptional macro indicators — improves market regime detection confidence to HIGH when 3+ provided.
Behavior4/5

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

With no annotations provided, the description carries the full burden. It discloses live data fetching from CoinGecko, auto-population for known tickers, and a payment cost of $0.02 USDC. However, it omits potential side-effects like error handling, rate limits, or required permissions, preventing a perfect score.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is concise (3 sentences) and front-loaded with the core purpose. Every sentence adds value, including payment details, with no redundancy or filler. Excellent structure for quick comprehension.

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

Completeness4/5

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

For a moderately complex tool with no output schema, the description covers key outputs (VaR/CVaR, worst-case loss, interpretation) and essential behavior (auto-fetch). It misses details on parameter interactions (e.g., profile, rebalanceMethod), but overall provides sufficient context for basic usage.

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 coverage is high (83%), so the baseline is 3. The description adds context about auto-fetching for known tickers, which is already in the schema. It doesn't add significant new meaning beyond what the input schema provides, resulting in a neutral score.

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?

The description clearly states the tool computes VaR and CVaR at specific confidence levels, auto-fetches data for crypto tickers, and returns key metrics including daily/annual values and interpretation. This distinguishes it from sibling tools like analyze_risk or analyze_stress which cover broader or different risk aspects.

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?

The description provides no guidance on when to use this tool versus alternatives. It does not mention prerequisites, exclusions, or contextual suggestions, leaving the agent without decision support for tool selection.

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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