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POST
Comprehensive Portfolio Risk Assessment

Authorizations

X-API-Key
string
header
required

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

Body

application/json
returns
number[][]
required

Historical returns matrix (each inner array is the return time series for one asset)

Example:
weights
number[]
required

Portfolio weights (should sum to 1.0)

Example:
confidence
number
default:0.95

Confidence level for VaR/CVaR calculations

Required range: 0.5 <= x <= 0.999
Example:

0.95

risk_free_rate
number
default:0

Risk-free rate (per period, matching returns frequency)

Example:

0.0012

Response

Comprehensive portfolio risk assessment completed successfully

success
boolean
Example:

true

data
object

Comprehensive risk metrics object containing multiple portfolio statistics

Example: