> ## 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.

# Portfolio analytics

> Performance of given weights: expected return, volatility, Sharpe, semideviation and Sortino, each asset's risk contribution, and the value of every optimisation objective (variance, return, Sharpe, L2, quadratic utility, transaction cost, ex-ante and ex-post tracking error); cleaned weights.

Toolset `pfopt_analytics`: 1 tool.

| Tool | What it does | Notes |
| - | - | - |
| `pfopt_portfolio_performance` | Evaluates given weights: expected annual return, volatility and Sharpe ratio, semideviation and Sortino ratio (with a history), each asset's share of portfolio risk, and the value of every optimisation objective at these weights: variance, return, Sharpe, L2, quadratic utility, transaction cost against previous\_weights, ex-ante tracking error against benchmark\_weights and ex-post tracking error against the benchmark series. | |

Inputs, limits and outputs are described in [Fincept Portfolio Optimizer](/guides/fincept-portfolio-optimizer). Full schemas: `fincept_describe_tool`.


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