FinanceMCP_portfolio_risk – 1 MCP server offers this tool
What it usually takes
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No server marks it as only reading: treat it as able to change data.
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Servers
| Server | Inputs | Read-only? |
|---|---|---|
Finance Research MCP co.huggingface.sreenathvemula/financemcp Portfolio-level risk from ACTUAL historical daily returns — not single-stock volatility/beta treated as a portfolio proxy. Takes named holdings + weights (any positive numbers; renormalized to sum to 1, flagged if so), pulls each symbol's real daily price history, and computes: the correlation matrix between holdings, portfolio annualized volatility (Markowitz w'*cov*w, cross-checked two ways), and — via the `empyrical` risk-stats library (empyrical-reloaded, the maintained fork of Quantopian's widely-used open-source package) applied to the actual weighted portfolio-return series — CAGR/max drawdown/Calmar ratio, Sharpe and Sortino ratios (risk-free rate from macro_data's 10y G-Sec unless supplied), HISTORICAL (empirical-percentile, non-parametric) VaR and CVaR at 95%/99% — not a normal-distribution z-score approximation, and portfolio beta vs a benchmark index cross-checked against the weighted average of individual betas. Also reports a Herfindahl-index-based 'effective number of po | benchmark,end,holdings,risk_free_pct,start,years | Not stated |