How can I calculate the volatility of a single asset?

Use the `get_asset_volatilities` tool by providing a matrix of historical returns and an array of corresponding asset names.

What does the covariance matrix tell me?

The `get_covariance_matrix` tool generates a matrix showing how much pairs of assets move in relation to each other, which is essential for understanding portfolio diversification.

How do I identify the biggest risk driver in my portfolio?

Run the `analyze_portfolio_risk` tool with your asset weights and covariance matrix. It will explicitly identify the `highestRiskAdder` in your portfolio.

Portfolio Volatility Calculator MCP Connector for Claude

A+

Calculate asset volatility, pairwise covariance, and portfolio risk metrics.

3 tools Official Updated Jun 28, 2026 Official Vinkius Partner

More Details Connect to Claude

This MCP server provides specialized tools for financial risk analysis. Use get_asset_volatilities to find individual asset standard deviations, get_covariance_matrix to understand how assets move together, and analyze_portfolio_risk to determine aggregate portfolio volatility and identify the primary drivers of risk and diversification.

volatilitycovariancerisk-managementportfolio-analysisfinance-tools

Connect to Claude

Subscribe on Vinkius, then add this connector to Claude.ai or Claude Code.

① Claude.ai (web app)

Go to Settings → Connectors → Add custom connector
Paste the MCP endpoint URL below

https://edge.vinkius.com/vk_preview_JrgpyaEWunmSyHFbkdLwe1sNf8wPJ0yCPKgAllTG/mcp

② Claude Code (terminal)

claude mcp add --transport http portfolio-volatility-calculator https://edge.vinkius.com/vk_preview_JrgpyaEWunmSyHFbkdLwe1sNf8wPJ0yCPKgAllTG/mcp

③ Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "portfolio-volatility-calculator": {
      "url": "https://edge.vinkius.com/vk_preview_JrgpyaEWunmSyHFbkdLwe1sNf8wPJ0yCPKgAllTG/mcp"
    }
  }
}

Get full access on Vinkius

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