show_risk
Calculate portfolio risk metrics from snapshot history: annualized volatility, max drawdown, Sharpe ratio, Sortino ratio, win rate, and beta vs benchmark. Requires at least 10 daily snapshots.
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) |