show_risk
Compute portfolio risk metrics—annualized volatility, max drawdown, Sharpe ratio, Sortino ratio, win rate, and beta—from your daily snapshot history. Requires at least 10 snapshots to generate results.
Instructions
Portfolio risk metrics derived from snapshot history: annualized volatility, max drawdown, Sharpe ratio, Sortino ratio, win rate, and beta vs benchmark. Requires at least 10 daily snapshots — if the user has fewer, suggest running firma add snapshot regularly.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| from | No | Start date YYYY-MM-DD | |
| to | No | End date YYYY-MM-DD (default: today) | |
| benchmark | No | Ticker for beta calculation (default: SPY) | |
| risk_free_rate | No | Annual risk-free rate % for Sharpe/Sortino (default: 5.0) |