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Get ETF risk

get_etf_risk
Read-only

Calculate ETF drawdown, volatility, VaR, Sharpe, Sortino and Calmar from stored daily close prices, adding benchmark beta, correlation and tracking error when provided.

Instructions

Calculate drawdown, annualized volatility, downside volatility, historical VaR, Sharpe, Sortino and Calmar ratios from stored daily close prices. With benchmarkTicker, also calculates beta, correlation, tracking error, active return and information ratio on aligned dates. Results are price-return risk, not distribution-adjusted total-return risk. Read-only.

Input Schema

NameRequiredDescriptionDefault
daysNoCalendar-day lookback for daily close-price risk calculations.
tickerYesExact Bullrun ETF listing ticker.
benchmarkTickerNoOptional exact priced benchmark/proxy ticker for beta, correlation, tracking error, active return, and information ratio.
riskFreeRatePctNoAnnual risk-free rate in percentage points for Sharpe, Sortino, and Calmar ratios.

Output Schema

NameRequiredDescriptionDefault
riskYes
tickerYes
webPageNo
coverageYes
warningsYes
methodologyYes
lookbackDaysYes
platformLinkNo
benchmarkRelativeYes

Schema Changelog

Changes observed during successful MCP inspections.

  1. Addedv0.7.0

TDQS

A4/5.0
Behavior4/5

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

Annotations already declare readOnlyHint=true and destructiveHint=false, so the safety profile is covered (the trailing 'Read-only' is redundant). The description adds real, non-annotation context: the calculations run off stored daily close prices, benchmark metrics only on aligned dates, and critically that results are price-return risk, not distribution-adjusted total-return risk — a caveat that changes how an agent should interpret and report the numbers.

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?

Three dense sentences, front-loaded with the computed metrics, then the conditional benchmark behavior, then the interpretive caveat. Nothing is padding and the ordering matches how an agent would reason about the call.

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?

With a full schema, complete annotations, and an output schema (so return shapes needn't be described), the description covers method and interpretation well. The only real gap is behavior on thin history (e.g., days=30 with annualized volatility or required benchmark overlap), which would help an agent avoid misleading output.

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 100%, so every parameter is already documented, and the description's benchmarkTicker explanation largely restates the schema. It does implicitly convey that riskFreeRatePct drives only the ratio-based metrics, but adds no syntax, alignment, or edge-case detail beyond the schema.

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 opens with a specific verb ('Calculate') and enumerates the exact metric set (drawdown, volatility, VaR, Sharpe, Sortino, Calmar), plus the benchmark-relative additions. That enumeration makes it unmistakable against siblings like get_etf_timeseries (raw series) or get_company_risk (equities), so the agent can pick it without opening the schema.

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

Usage Guidelines3/5

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

It states the conditional behavior clearly ('With benchmarkTicker, also calculates beta, correlation...'), which tells the agent how to unlock the relative-risk metrics. But it never says when to prefer this over get_etf_timeseries/get_etf_snapshot, nor any when-not conditions such as insufficient history.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.