analyze_performance
Compute risk and return statistics for TEFAS funds, including cumulative and annualized returns, volatility, Sharpe ratio, and maximum drawdown from daily price history.
Instructions
Analyze risk/return statistics for one or more TEFAS funds.
Computes for each fund (from daily price history):
Cumulative return
Annualized return
Annualized volatility
Sharpe ratio (using
risk_free_annual)Maximum drawdown
Observation count
Latest AUM and investor count when available
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end_date | Yes | Window end. | |
| fund_type | No | Default kind YAT/EMK/BYF/GYF/GSYF. | YAT |
| fund_codes | Yes | One or more fund codes (max 15). | |
| start_date | Yes | Window start (YYYY-MM-DD or DD.MM.YYYY). | |
| output_format | No | ``markdown`` or ``json``. | markdown |
| risk_free_annual | No | Annual risk-free rate as fraction (default 0.45). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |