performance
Calculate portfolio performance from trade ledger: reconstruct daily equity curve using historical prices to derive return, CAGR, Sharpe, Sortino, volatility, and max drawdown since inception.
Instructions
Portfolio performance since inception: return, CAGR, Sharpe, Sortino, volatility, max drawdown. Reconstructs a daily equity curve from the trade/cashflow ledger and real historical prices.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| account | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |