| name | analyze_risk_metrics |
| description | Calculate risk metrics (VaR, Sharpe, volatility) given a set of returns. |
| type | tool |
| category | financial |
| tool | {"module":"app.skills.analyze_risk_metrics.tool","function":"analyze_risk_metrics","async":true} |
| metadata | {"author":"oniva","version":"1.0.0"} |
| audit-level | basic |
Analyze Risk Metrics
Calculate risk metrics from return data.
Usage
result = await analyze_risk_metrics(returns=[0.01, -0.02, 0.03, 0.01])
Parameters
| Parameter | Type | Required | Default | Description |
|---|
returns | list[float] | Yes | - | List of returns |
benchmark_returns | list[float] | No | None | Benchmark returns for beta |
Response
{
"mean_return": 0.0075,
"volatility": 0.0186,
"sharpe_ratio": 0.403,
"var_95": -0.0231
}