> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# 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]



## OpenAPI

````yaml api-specs/portfolio.json post /quantlib/portfolio/risk/comprehensive
openapi: 3.1.0
info:
  title: FinceptQuantLib API - Portfolio
  description: >-
    Portfolio optimization and risk management module for institutional-grade
    portfolio construction, analysis, and monitoring. Includes mean-variance
    optimization, Black-Litterman, risk parity, and comprehensive risk metrics.


    **Tier:** Pro (5 credits per request)


    **Key Features:**

    - Mean-variance optimization (minimum variance, maximum Sharpe, target
    return)

    - Efficient frontier construction with tangency portfolio identification

    - Black-Litterman model for Bayesian view incorporation

    - Risk parity strategies (ERC, HRP, inverse volatility)

    - Comprehensive risk metrics (VaR, CVaR, tracking error, information ratio)

    - Advanced portfolio analytics (risk contribution, drawdown,
    diversification)
  version: 3.0.0
  contact:
    name: Fincept API Support
    url: https://fincept.in
servers:
  - url: https://api.fincept.in
    description: Fincept API Production Server
security:
  - APIKeyHeader: []
tags:
  - name: quantlib-portfolio
    description: Portfolio optimization and risk management endpoints
    x-displayName: Portfolio
paths:
  /quantlib/portfolio/risk/comprehensive:
    post:
      tags:
        - quantlib-portfolio
      summary: Comprehensive Portfolio Risk Analysis
      description: >-
        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]
      operationId: portfolio_risk
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              required:
                - weights
                - covariance_matrix
              properties:
                weights:
                  type: array
                  items:
                    type: number
                  description: Portfolio weights (should sum to 1.0)
                  example:
                    - 0.3
                    - 0.25
                    - 0.25
                    - 0.2
                covariance_matrix:
                  type: array
                  items:
                    type: array
                    items:
                      type: number
                  description: 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
                returns:
                  type: array
                  items:
                    type: array
                    items:
                      type: number
                  description: >-
                    Historical returns matrix (time series for each asset).
                    Required for certain metrics like max drawdown.
                  nullable: true
                  example: null
                benchmark_returns:
                  type: array
                  items:
                    type: number
                  description: >-
                    Benchmark return time series. Required for tracking error
                    and information ratio.
                  nullable: true
                  example: null
                rf_rate:
                  type: number
                  description: Risk-free rate (annualized) for Sharpe/Sortino calculations
                  default: 0
                  example: 0.03
      responses:
        '200':
          description: Comprehensive risk analysis completed successfully
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: true
                  data:
                    type: object
                    description: Risk metrics object with various portfolio risk measures
                    example:
                      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
        '401':
          $ref: '#/components/responses/UnauthorizedError'
        '402':
          $ref: '#/components/responses/InsufficientCreditsError'
        '422':
          $ref: '#/components/responses/ValidationError'
components:
  responses:
    UnauthorizedError:
      description: Authentication information is missing or invalid
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: string
                example: Invalid API key
    InsufficientCreditsError:
      description: Insufficient API credits
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: string
                example: Insufficient credits. This endpoint requires 5 credits.
    ValidationError:
      description: Request validation error
      content:
        application/json:
          schema:
            type: object
            properties:
              detail:
                type: array
                items:
                  type: object
                  properties:
                    loc:
                      type: array
                      items:
                        type: string
                    msg:
                      type: string
                    type:
                      type: string
          example:
            detail:
              - loc:
                  - body
                  - expected_returns
                msg: field required
                type: value_error.missing
  securitySchemes:
    APIKeyHeader:
      type: apiKey
      in: header
      name: X-API-Key
      description: >-
        API key for authentication. Get your key at
        https://api.fincept.in/auth/register

````