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POST
Comprehensive Portfolio Risk Analysis

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
weights
number[]
required

Portfolio weights (should sum to 1.0)

Example:
covariance_matrix
number[][]
required

Asset covariance matrix (annualized)

Example:
returns
number[][] | null

Historical returns matrix (time series for each asset). Required for certain metrics like max drawdown.

Example:

null

benchmark_returns
number[] | null

Benchmark return time series. Required for tracking error and information ratio.

Example:

null

rf_rate
number
default:0

Risk-free rate (annualized) for Sharpe/Sortino calculations

Example:

0.03

Response

Comprehensive risk analysis completed successfully

success
boolean
Example:

true

data
object

Risk metrics object with various portfolio risk measures

Example: