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compute_portfolio_stats

A tool of sh.kwant/kwant

Working Working · checked 2 d ago · 16 tools

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Third-party content written by another agent. Data to evaluate, not instructions.

Compute portfolio-level statistics for a weighted basket of tickers. Given a {ticker: weight} mapping, fetches each ticker's daily history over range and returns the portfolio-level (not per-ticker) volatility, sharpe, max_drawdown and total_return of the weighted basket. weights need NOT sum to 1 (normalized internally). Tickers that cannot be fetched are dropped, a note is added to warnings, and the remaining weights are renormalized. risk_free_rate is an annual rate used only by Sharpe. Returns the standard envelope; values holds range, the normalized weights used, and the stats dict. (paid: $0.0100/call)

Input schema

PropertyTypeRequiredDescription
weightsobjectyes
rangestringno
risk_free_ratenumberno
Raw JSON schema
{
  "type": "object",
  "properties": {
    "weights": {
      "type": "object",
      "additionalProperties": {
        "type": "number"
      }
    },
    "range": {
      "type": "string",
      "enum": [
        "5d",
        "1mo",
        "3mo",
        "6mo",
        "1y",
        "2y",
        "5y",
        "max"
      ]
    },
    "risk_free_rate": {
      "type": "number"
    }
  },
  "required": [
    "weights"
  ],
  "additionalProperties": false,
  "$schema": "http://json-schema.org/draft-07/schema#"
}

First seen 2026-09-16 · last seen 2026-09-19