Run a DCF Valuation
Calculate the intrinsic value of a business using discounted cash flow analysis with a computed WACC.
Analyse Portfolio Metrics
Calculate Sharpe ratio, volatility, drawdown, and return attribution for an investment portfolio.
Quick answer: Use the Financial Calculator tool through ToolRouter to analyse portfolio metrics directly from Claude, ChatGPT, Microsoft Copilot, and OpenClaw — connect once, then drive it with plain-language prompts. No code required.
ToolRaw returns tell you how much money was made. Portfolio metrics tell you whether the returns were worth the risk taken. A strategy with 15% annual returns is not necessarily better than one returning 10% if it achieves that with twice the volatility and periodic 30% drawdowns. The metrics that reveal this — Sharpe ratio, Sortino ratio, maximum drawdown, Calmar ratio — are standard in professional portfolio management but tedious to calculate without a model.
Financial Calculator computes the full set of portfolio performance and risk metrics from return series inputs. It handles both absolute and benchmark-relative performance metrics, including tracking error and information ratio.
Portfolio managers, wealth advisors, and individual investors building systematic strategies use this to evaluate performance rigorously rather than looking at returns in isolation.
How to analyse portfolio metrics with Claude, ChatGPT, Microsoft Copilot, and OpenClaw
Connect ToolRouter
1Open connector settings Open Settings
2Add a custom connector with these details
Name
ToolRouterURL
https://api.toolrouter.com/mcp3Let Claude set you up Open Claude
Claude calculates portfolio metrics and interprets them within your investment context. It explains whether a Sharpe ratio is strong or weak for your strategy type, identifies which periods drove maximum drawdown, and compares performance against a benchmark — delivering a complete risk-adjusted performance review rather than just the numbers.
How to analyse portfolio metrics
Once connected (see setup above), use the Financial Calculator tool — the same steps work with Claude, ChatGPT, Microsoft Copilot, OpenClaw, and any MCP client:
- Provide your portfolio return series (monthly or daily)
- Ask Claude: "Calculate the Sharpe ratio, maximum drawdown, and annualised volatility for this return series"
- Claude returns the metrics with interpretation
- Ask: "How does this compare to a 60/40 portfolio over the same period?"
Example prompt
Try this with the Financial Calculator tool
Here are my monthly portfolio returns for the past 24 months: [returns]. Calculate the annualised return, Sharpe ratio (risk-free rate 5%), maximum drawdown, Sortino ratio, and Calmar ratio. Interpret whether this is a strong risk-adjusted performance.
Tips
- Provide benchmark returns alongside portfolio returns to get relative metrics like tracking error and information ratio
- Ask Claude to identify the specific months that contributed most to maximum drawdown
- Request the rolling 12-month Sharpe ratio to understand whether risk-adjusted performance is improving or deteriorating
Frequently Asked Questions
How do I analyse portfolio metrics with an AI assistant?
Calculate Sharpe ratio, volatility, drawdown, and return attribution for an investment portfolio. Connect the Financial Calculator tool to Claude, ChatGPT, Microsoft Copilot, and OpenClaw through ToolRouter, then ask the assistant in plain language. For example: Provide your portfolio return series (monthly or daily) Ask Claude: "Calculate the Sharpe ratio, maximum drawdown, and annualised volatility for this return series"
Which AI assistants can analyse portfolio metrics?
Claude, ChatGPT, Microsoft Copilot, and OpenClaw can all analyse portfolio metrics using the Financial Calculator tool through ToolRouter, with no API keys or coding required.
What does the Financial Calculator tool do?
Run professional-grade financial calculations — DCF valuations, WACC, bond pricing, options, and portfolio metrics.
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