Comprehensive Portfolio Risk Assessment
curl --request POST \
--url https://api.fincept.in/quantlib/portfolio/risk/portfolio-comprehensive \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"returns": [
[
0.015,
-0.008,
0.023,
0.012,
-0.005
],
[
0.012,
-0.006,
0.019,
0.01,
-0.004
],
[
0.018,
-0.009,
0.021,
0.014,
-0.006
],
[
0.02,
-0.012,
0.025,
0.016,
-0.008
]
],
"weights": [
0.3,
0.25,
0.25,
0.2
],
"confidence": 0.95,
"risk_free_rate": 0.0012
}
'import requests
url = "https://api.fincept.in/quantlib/portfolio/risk/portfolio-comprehensive"
payload = {
"returns": [[0.015, -0.008, 0.023, 0.012, -0.005], [0.012, -0.006, 0.019, 0.01, -0.004], [0.018, -0.009, 0.021, 0.014, -0.006], [0.02, -0.012, 0.025, 0.016, -0.008]],
"weights": [0.3, 0.25, 0.25, 0.2],
"confidence": 0.95,
"risk_free_rate": 0.0012
}
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({
returns: [
[0.015, -0.008, 0.023, 0.012, -0.005],
[0.012, -0.006, 0.019, 0.01, -0.004],
[0.018, -0.009, 0.021, 0.014, -0.006],
[0.02, -0.012, 0.025, 0.016, -0.008]
],
weights: [0.3, 0.25, 0.25, 0.2],
confidence: 0.95,
risk_free_rate: 0.0012
})
};
fetch('https://api.fincept.in/quantlib/portfolio/risk/portfolio-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/portfolio-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([
'returns' => [
[
0.015,
-0.008,
0.023,
0.012,
-0.005
],
[
0.012,
-0.006,
0.019,
0.01,
-0.004
],
[
0.018,
-0.009,
0.021,
0.014,
-0.006
],
[
0.02,
-0.012,
0.025,
0.016,
-0.008
]
],
'weights' => [
0.3,
0.25,
0.25,
0.2
],
'confidence' => 0.95,
'risk_free_rate' => 0.0012
]),
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/portfolio-comprehensive"
payload := strings.NewReader("{\n \"returns\": [\n [\n 0.015,\n -0.008,\n 0.023,\n 0.012,\n -0.005\n ],\n [\n 0.012,\n -0.006,\n 0.019,\n 0.01,\n -0.004\n ],\n [\n 0.018,\n -0.009,\n 0.021,\n 0.014,\n -0.006\n ],\n [\n 0.02,\n -0.012,\n 0.025,\n 0.016,\n -0.008\n ]\n ],\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"confidence\": 0.95,\n \"risk_free_rate\": 0.0012\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/portfolio-comprehensive")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"returns\": [\n [\n 0.015,\n -0.008,\n 0.023,\n 0.012,\n -0.005\n ],\n [\n 0.012,\n -0.006,\n 0.019,\n 0.01,\n -0.004\n ],\n [\n 0.018,\n -0.009,\n 0.021,\n 0.014,\n -0.006\n ],\n [\n 0.02,\n -0.012,\n 0.025,\n 0.016,\n -0.008\n ]\n ],\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"confidence\": 0.95,\n \"risk_free_rate\": 0.0012\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/portfolio/risk/portfolio-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 \"returns\": [\n [\n 0.015,\n -0.008,\n 0.023,\n 0.012,\n -0.005\n ],\n [\n 0.012,\n -0.006,\n 0.019,\n 0.01,\n -0.004\n ],\n [\n 0.018,\n -0.009,\n 0.021,\n 0.014,\n -0.006\n ],\n [\n 0.02,\n -0.012,\n 0.025,\n 0.016,\n -0.008\n ]\n ],\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"confidence\": 0.95,\n \"risk_free_rate\": 0.0012\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"volatility": 0.2145,
"var_95": 0.0345,
"cvar_95": 0.0482,
"sharpe_ratio": 0.8234,
"sortino_ratio": 1.1456,
"max_drawdown": 0.1834,
"skewness": -0.2341,
"kurtosis": 3.4567
}
}{
"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 Assessment
Performs an extensive portfolio risk analysis using historical returns data. Calculates a wide range of risk metrics including VaR, CVaR, volatility, Sharpe ratio, Sortino ratio, maximum drawdown, and more.
Use Cases:
- Complete portfolio performance evaluation
- Risk reporting for clients and regulators
- Historical backtesting and analysis
- Portfolio monitoring and surveillance
Metrics Included:
- Value at Risk (VaR) and Conditional VaR
- Portfolio volatility and downside deviation
- Sharpe ratio and Sortino ratio
- Maximum drawdown and drawdown duration
- Higher moments (skewness, kurtosis)
- Rolling volatility statistics
Credits: 5 per request [Tier: PRO, Credits: 5]
POST
/
quantlib
/
portfolio
/
risk
/
portfolio-comprehensive
Comprehensive Portfolio Risk Assessment
curl --request POST \
--url https://api.fincept.in/quantlib/portfolio/risk/portfolio-comprehensive \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"returns": [
[
0.015,
-0.008,
0.023,
0.012,
-0.005
],
[
0.012,
-0.006,
0.019,
0.01,
-0.004
],
[
0.018,
-0.009,
0.021,
0.014,
-0.006
],
[
0.02,
-0.012,
0.025,
0.016,
-0.008
]
],
"weights": [
0.3,
0.25,
0.25,
0.2
],
"confidence": 0.95,
"risk_free_rate": 0.0012
}
'import requests
url = "https://api.fincept.in/quantlib/portfolio/risk/portfolio-comprehensive"
payload = {
"returns": [[0.015, -0.008, 0.023, 0.012, -0.005], [0.012, -0.006, 0.019, 0.01, -0.004], [0.018, -0.009, 0.021, 0.014, -0.006], [0.02, -0.012, 0.025, 0.016, -0.008]],
"weights": [0.3, 0.25, 0.25, 0.2],
"confidence": 0.95,
"risk_free_rate": 0.0012
}
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({
returns: [
[0.015, -0.008, 0.023, 0.012, -0.005],
[0.012, -0.006, 0.019, 0.01, -0.004],
[0.018, -0.009, 0.021, 0.014, -0.006],
[0.02, -0.012, 0.025, 0.016, -0.008]
],
weights: [0.3, 0.25, 0.25, 0.2],
confidence: 0.95,
risk_free_rate: 0.0012
})
};
fetch('https://api.fincept.in/quantlib/portfolio/risk/portfolio-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/portfolio-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([
'returns' => [
[
0.015,
-0.008,
0.023,
0.012,
-0.005
],
[
0.012,
-0.006,
0.019,
0.01,
-0.004
],
[
0.018,
-0.009,
0.021,
0.014,
-0.006
],
[
0.02,
-0.012,
0.025,
0.016,
-0.008
]
],
'weights' => [
0.3,
0.25,
0.25,
0.2
],
'confidence' => 0.95,
'risk_free_rate' => 0.0012
]),
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/portfolio-comprehensive"
payload := strings.NewReader("{\n \"returns\": [\n [\n 0.015,\n -0.008,\n 0.023,\n 0.012,\n -0.005\n ],\n [\n 0.012,\n -0.006,\n 0.019,\n 0.01,\n -0.004\n ],\n [\n 0.018,\n -0.009,\n 0.021,\n 0.014,\n -0.006\n ],\n [\n 0.02,\n -0.012,\n 0.025,\n 0.016,\n -0.008\n ]\n ],\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"confidence\": 0.95,\n \"risk_free_rate\": 0.0012\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/portfolio-comprehensive")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"returns\": [\n [\n 0.015,\n -0.008,\n 0.023,\n 0.012,\n -0.005\n ],\n [\n 0.012,\n -0.006,\n 0.019,\n 0.01,\n -0.004\n ],\n [\n 0.018,\n -0.009,\n 0.021,\n 0.014,\n -0.006\n ],\n [\n 0.02,\n -0.012,\n 0.025,\n 0.016,\n -0.008\n ]\n ],\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"confidence\": 0.95,\n \"risk_free_rate\": 0.0012\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/portfolio/risk/portfolio-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 \"returns\": [\n [\n 0.015,\n -0.008,\n 0.023,\n 0.012,\n -0.005\n ],\n [\n 0.012,\n -0.006,\n 0.019,\n 0.01,\n -0.004\n ],\n [\n 0.018,\n -0.009,\n 0.021,\n 0.014,\n -0.006\n ],\n [\n 0.02,\n -0.012,\n 0.025,\n 0.016,\n -0.008\n ]\n ],\n \"weights\": [\n 0.3,\n 0.25,\n 0.25,\n 0.2\n ],\n \"confidence\": 0.95,\n \"risk_free_rate\": 0.0012\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"volatility": 0.2145,
"var_95": 0.0345,
"cvar_95": 0.0482,
"sharpe_ratio": 0.8234,
"sortino_ratio": 1.1456,
"max_drawdown": 0.1834,
"skewness": -0.2341,
"kurtosis": 3.4567
}
}{
"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
Historical returns matrix (each inner array is the return time series for one asset)
Example:
[
[0.015, -0.008, 0.023, 0.012, -0.005],
[0.012, -0.006, 0.019, 0.01, -0.004],
[0.018, -0.009, 0.021, 0.014, -0.006],
[0.02, -0.012, 0.025, 0.016, -0.008]
]
Portfolio weights (should sum to 1.0)
Example:
[0.3, 0.25, 0.25, 0.2]
Confidence level for VaR/CVaR calculations
Required range:
0.5 <= x <= 0.999Example:
0.95
Risk-free rate (per period, matching returns frequency)
Example:
0.0012
Response
Comprehensive portfolio risk assessment completed successfully
⌘I
