Comprehensive Portfolio Risk Analysis
curl --request POST \
--url https://api.fincept.in/quantlib/portfolio/risk/comprehensive \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"weights": [
0.3,
0.25,
0.25,
0.2
],
"covariance_matrix": [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
],
"returns": null,
"benchmark_returns": null,
"rf_rate": 0.03
}
'import requests
url = "https://api.fincept.in/quantlib/portfolio/risk/comprehensive"
payload = {
"weights": [0.3, 0.25, 0.25, 0.2],
"covariance_matrix": [[0.04, 0.006, 0.008, 0.01], [0.006, 0.09, 0.012, 0.015], [0.008, 0.012, 0.0625, 0.018], [0.01, 0.015, 0.018, 0.16]],
"returns": None,
"benchmark_returns": None,
"rf_rate": 0.03
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
weights: [0.3, 0.25, 0.25, 0.2],
covariance_matrix: [
[0.04, 0.006, 0.008, 0.01],
[0.006, 0.09, 0.012, 0.015],
[0.008, 0.012, 0.0625, 0.018],
[0.01, 0.015, 0.018, 0.16]
],
returns: null,
benchmark_returns: null,
rf_rate: 0.03
})
};
fetch('https://api.fincept.in/quantlib/portfolio/risk/comprehensive', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/portfolio/risk/comprehensive",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'weights' => [
0.3,
0.25,
0.25,
0.2
],
'covariance_matrix' => [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
],
'returns' => null,
'benchmark_returns' => null,
'rf_rate' => 0.03
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/portfolio/risk/comprehensive"
payload := strings.NewReader("{\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ],\n \"returns\": null,\n \"benchmark_returns\": null,\n \"rf_rate\": 0.03\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/portfolio/risk/comprehensive")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ],\n \"returns\": null,\n \"benchmark_returns\": null,\n \"rf_rate\": 0.03\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/portfolio/risk/comprehensive")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ],\n \"returns\": null,\n \"benchmark_returns\": null,\n \"rf_rate\": 0.03\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"volatility": 0.2145,
"variance": 0.046,
"downside_deviation": 0.1823,
"tracking_error": 0.0456,
"information_ratio": 0.5482,
"sortino_ratio": 0.4125,
"max_drawdown": 0.1834
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"body",
"expected_returns"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}quantlib-portfolio
Comprehensive Portfolio Risk Analysis
Performs comprehensive risk analysis of a portfolio including volatility, downside risk, tracking error, information ratio, Sortino ratio, maximum drawdown, and other risk metrics.
Use Cases:
- Complete portfolio risk assessment
- Performance attribution and monitoring
- Risk reporting for institutional clients
- Compliance with risk mandates
Metrics Calculated:
- Portfolio volatility and variance
- Downside deviation and semi-variance
- Maximum drawdown
- Tracking error vs. benchmark
- Information ratio
- Sortino ratio
Credits: 5 per request [Tier: PRO, Credits: 5]
POST
/
quantlib
/
portfolio
/
risk
/
comprehensive
Comprehensive Portfolio Risk Analysis
curl --request POST \
--url https://api.fincept.in/quantlib/portfolio/risk/comprehensive \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"weights": [
0.3,
0.25,
0.25,
0.2
],
"covariance_matrix": [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
],
"returns": null,
"benchmark_returns": null,
"rf_rate": 0.03
}
'import requests
url = "https://api.fincept.in/quantlib/portfolio/risk/comprehensive"
payload = {
"weights": [0.3, 0.25, 0.25, 0.2],
"covariance_matrix": [[0.04, 0.006, 0.008, 0.01], [0.006, 0.09, 0.012, 0.015], [0.008, 0.012, 0.0625, 0.018], [0.01, 0.015, 0.018, 0.16]],
"returns": None,
"benchmark_returns": None,
"rf_rate": 0.03
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
weights: [0.3, 0.25, 0.25, 0.2],
covariance_matrix: [
[0.04, 0.006, 0.008, 0.01],
[0.006, 0.09, 0.012, 0.015],
[0.008, 0.012, 0.0625, 0.018],
[0.01, 0.015, 0.018, 0.16]
],
returns: null,
benchmark_returns: null,
rf_rate: 0.03
})
};
fetch('https://api.fincept.in/quantlib/portfolio/risk/comprehensive', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/portfolio/risk/comprehensive",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'weights' => [
0.3,
0.25,
0.25,
0.2
],
'covariance_matrix' => [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
],
'returns' => null,
'benchmark_returns' => null,
'rf_rate' => 0.03
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/portfolio/risk/comprehensive"
payload := strings.NewReader("{\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ],\n \"returns\": null,\n \"benchmark_returns\": null,\n \"rf_rate\": 0.03\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/portfolio/risk/comprehensive")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ],\n \"returns\": null,\n \"benchmark_returns\": null,\n \"rf_rate\": 0.03\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/portfolio/risk/comprehensive")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ],\n \"returns\": null,\n \"benchmark_returns\": null,\n \"rf_rate\": 0.03\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"volatility": 0.2145,
"variance": 0.046,
"downside_deviation": 0.1823,
"tracking_error": 0.0456,
"information_ratio": 0.5482,
"sortino_ratio": 0.4125,
"max_drawdown": 0.1834
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"body",
"expected_returns"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Portfolio weights (should sum to 1.0)
Example:
[0.3, 0.25, 0.25, 0.2]
Asset covariance matrix (annualized)
Example:
[
[0.04, 0.006, 0.008, 0.01],
[0.006, 0.09, 0.012, 0.015],
[0.008, 0.012, 0.0625, 0.018],
[0.01, 0.015, 0.018, 0.16]
]
Historical returns matrix (time series for each asset). Required for certain metrics like max drawdown.
Example:
null
Benchmark return time series. Required for tracking error and information ratio.
Example:
null
Risk-free rate (annualized) for Sharpe/Sortino calculations
Example:
0.03
Response
Comprehensive risk analysis completed successfully
⌘I
