Model version, as-of date, factor list, and asset coverage count. horizon: "medium" (default) or "short" — the responsive variant with halved risk half-lives, when available.

Full risk report for a portfolio: total/factor/specific vol, factor exposures, top factor variance contributions, and top asset risk contributions. weights maps ticker -> portfolio weight. ETF and mutual fund tickers expand into their filed holdings before the math runs (set lookthrough=false to disable); funds the model cannot cover are reported in lookthrough.notes. Set optimized=true if the weights came from optimizing against this model: reported vols then include the Shepard second-order correction (optimizers exploit covariance estimation noise, so raw forecasts understate an optimized portfolio's risk). horizon: "medium" or "short" (responsive variant, when available).

Look-through risk report for one ETF or mutual fund: the latest SEC N-PORT holdings resolve to model tickers and the portfolio math runs on those weights. Reports total/factor/specific vol, factor exposures, top contributions, and the fund block with the holdings date and coverage. Returns an error dict when the ticker locates no fund, or when the model covers less than half of the holdings (bond and international funds). Needs RISKPRISM_EDGAR_UA (an identifying User-Agent, per SEC fair-access policy) for the EDGAR fetches.

Per-asset factor exposures and total/factor/specific vol for each ticker.

Estimate portfolio P&L under factor shocks (return units: -0.10 = -10%). Example: {"market": -0.10, "momentum": -0.05}. Use get_model_info for valid factor names.

Which of the given tickers the current model build covers.

Catalog of published model builds (the versioned registry): release tag, model version, publish date, available horizons, and artifact download URLs. The hosted server always serves the latest build; any historical build can be downloaded by its tag's asset URL.