MCP For Claude Marketplace
Sharpe Ratio Calculator

Sharpe Ratio Calculator MCP Connector for Claude

A+

Calculate advanced risk-adjusted performance metrics like Sharpe, Sortino, and Calmar ratios.

3 tools Official Updated Jun 28, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides precise financial tools to evaluate investment quality using risk-adjusted performance metrics. Use get_market_benchmark to retrieve annualized risk-free rates for the USA, Europe, or Brazil markets. The calculate_asset_metrics tool allows you to analyze a single series of returns to determine Sharpe, Sortino, and Calmar ratios along with a performance tier (Poor, Good, or Excellent). For multi-asset analysis, use calculate_portfolio_metrics to compute weighted aggregate metrics for an entire portfolio based on provided asset weights.

sharpe-ratiosortino-ratiocalmar-ratiorisk-managementinvestment-analysisportfolio-metrics

3 tools expose this connector's capabilities to your AI agent.

calculate_asset_metrics

g., [0.01, -0.02, 0.05]) and the market context to calculate risk-improved performance metrics. Calculates Sharpe, Sortino, and Calmar ratios for a single series of periodic returns

calculate_portfolio_metrics

Calculates aggregated performance metrics for a collection of assets with specific weightings

get_market_benchmark

g., Fed Funds, ECB, or Selic) for USA, Europe, or Brazil markets. Retrieves the current risk-free rate for a selected geographic market

See how to talk to your AI agent using Sharpe Ratio Calculator.

What is the risk-free rate for the USA market?

The annualized risk-free rate for the USA market is 5.33%.

Calculate metrics for these monthly returns in Brazil: [0.02, -0.01, 0.03, 0.01, -0.02]

For the provided returns in Brazil, the Sharpe Ratio is 1.45, the Sortino Ratio is 1.82, and the Calmar Ratio is 2.10, resulting in a Good performance tier.

Analyze a portfolio with two assets: Asset A (returns [0.05, 0.02], weight 0.6) and Asset B (returns [0.01, -0.01], weight 0.4) in the Europe market.

The aggregate portfolio metrics for the Europe market are: Sharpe Ratio: 1.25, Sortino Ratio: 1.40, and Calmar Ratio: 1.85.

The `get_market_benchmark` tool currently supports the USA (Federal Funds Rate), Europe (ECB rate), and Brazil (Selic rate).

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