Portfilo-Performance-MCP
Delivers Model Context Protocol access to investment portfolio performance data and computations. Retrieves metrics such as historical returns, volatility, Sharpe ratios, and benchmark comparisons from portfolio files. Quantitative analysts and developers use it to automate performance analysis in trading bots and reporting systems.
Overview
Portfilo-Performance-MCP is an MCP server designed for querying and computing investment portfolio performance metrics. It processes portfolio data files (e.g., from tools like Portfolio Performance software) to extract returns, risk measures, and comparisons, enabling AI models to perform financial analysis without manual intervention.
Key Capabilities
No specific tools are listed as available. The server supports general access to portfolio performance functions, including:
- Calculation of time-weighted and money-weighted returns.
- Computation of risk statistics like standard deviation, Value at Risk (VaR), and maximum drawdown.
- Benchmarking against indices such as S&P 500 or custom portfolios.
These enable programmatic evaluation of asset allocation effectiveness.
Use Cases
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Automated Reporting: Query a portfolio's YTD returns and volatility using server access, then generate PDF reports for clients.
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Backtesting Strategies: Compute Sharpe ratios for historical trades to validate algorithmic trading rules.
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Risk Monitoring: Track drawdowns in real-time portfolios and alert on thresholds exceeding 10%.
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Rebalancing Analysis: Compare pre- and post-rebalance performance metrics to optimize asset weights.
Who This Is For
Quantitative analysts evaluating fund performance, developers integrating portfolio analytics into fintech apps, and financial advisors automating client reports. Requires familiarity with investment metrics and portfolio data formats.