{"uid":"cap_ijDtAxqfbcIYMCjS_Q3xr","slug":"agentstools-quant-risk-metrics-1b4091f0","name":"AgentsTools Quant Risk Metrics","description":"Portfolio risk metrics over an array of periodic returns: value-at-risk, conditional VaR, Sharpe, Sortino, max drawdown, Calmar, volatility, and more. 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Give me all available risk metrics with a 5% annual risk-free rate so I can benchmark it properly."}],"resultDescription":"A JSON object containing the requested risk metrics computed from the provided returns array. Possible fields include mean, std, volatility (annualized), var_historical, var_parametric, cvar, downside_deviation, sharpe, sortino, max_drawdown, and calmar—each as a numeric value. If no metrics are specified, all are returned.","failureModes":["Missing or empty 'returns' array returns a validation error","Returns array exceeding 10,000 entries is rejected","Invalid metric name in the 'metrics' array causes a validation error","Non-numeric values in returns array cause a parsing error","Confidence value outside (0,1) range may produce unexpected results"],"whenToPreferThis":"Choose this endpoint when you need pure, stateless computation of standard quantitative risk metrics from a series of periodic returns—no data fetching, no storage, no external market data required. Ideal when you already have return series from your own data pipeline and want fast, reproducible risk analytics including VaR, CVaR, Sharpe, Sortino, max drawdown, and Calmar without standing up your own quant library.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-11T18:38:12.203Z","isFirstParty":false,"canonicalSlug":"agentstools-quant-risk-metrics-1b4091f0"}