risk_metrics
Assess investment risk by calculating Value-at-Risk, Sharpe ratio, Sortino ratio, Beta, and maximum drawdown for any stock or ETF.
Instructions
Calculate advanced risk metrics: VaR, Sharpe, Sortino, Beta, Max Drawdown.
Professional-grade risk analysis for any stock or ETF. Returns Value-at-Risk (95%), Sharpe ratio (annualized), Sortino ratio, Beta vs benchmark, and maximum drawdown.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| period | No | Analysis period: 3mo, 6mo, 1y, 2y, 5y | 1y |
| symbol | Yes | Stock ticker (e.g., 'AAPL') | |
| benchmark | No | Benchmark ticker for beta calculation | SPY |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||