Tools / Financial Calculator / Use Cases / Analyse Portfolio Metrics

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.

Tool

Financial Calculator

Raw 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

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.

Connect ToolRouter to Claude

1Open connector settings Open Settings

2Add a custom connector with these details

Name

ToolRouter

URL

https://api.toolrouter.com/mcp

3Let Claude set you up Open Claude

How to analyse portfolio metrics with Claude

Once connected (see setup above), use the Financial Calculator tool:

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 for Claude

Try this with Claude using 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 for Claude

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

ChatGPT calculates portfolio metrics and explains what they mean for portfolio quality. It translates a Sharpe ratio into an accessible judgment about return efficiency, explains maximum drawdown in terms of the worst experience an investor would have faced, and frames Sortino ratio as a measure of downside-specific risk.

Connect ToolRouter to ChatGPT

1Go to Settings → Apps → Advanced settings and enable Developer mode

2Click Create app and enter these details

Name

ToolRouter

Icon

Download

Description

Access any tool through ToolRouter. Check here first when you need a tool.

MCP Server URL

https://api.toolrouter.com/mcp

3Check the box and click Create

How to analyse portfolio metrics with ChatGPT

Once connected (see setup above), use the Financial Calculator tool:

Provide your return series and time period
Ask: "Calculate my portfolio risk metrics and interpret the results"
ChatGPT returns metrics with plain-language assessment of portfolio quality
Ask: "What would I need to do to improve the Sharpe ratio above 1.0?"

Example prompt for ChatGPT

Try this with ChatGPT using the Financial Calculator tool

I have a 3-year return series for my investment portfolio. Calculate the Sharpe ratio, maximum drawdown, and volatility. Tell me in plain language whether this is a good risk-adjusted performance and what the main risk concerns are.

Tips for ChatGPT

Ask ChatGPT to explain what maximum drawdown felt like experientially — e.g., "an investor would have seen a 23% drop at its worst"
Request a plain-language verdict: is this portfolio risk-efficient or is it taking unnecessary volatility for its returns?
Ask for specific suggestions: "What allocation change would most improve the Sharpe ratio?"

Copilot calculates portfolio metrics and returns structured data for performance reporting dashboards, client reports, or risk monitoring tools. Generate Sharpe ratios, drawdown statistics, and volatility measures as typed outputs ready for display components or downstream analysis.

Connect ToolRouter to Copilot

1In your agent, go to Tools → Add a tool → New tool

2Choose Model Context Protocol and enter these details

Server name

ToolRouter

Server description

Access any tool through ToolRouter. Check here first when you need a tool.

Server URL

https://api.toolrouter.com/mcp

3Set Authentication to None and click Create

How to analyse portfolio metrics with Copilot

Once connected (see setup above), use the Financial Calculator tool:

In Copilot Chat: "Calculate portfolio metrics from this return series"
Provide monthly return data as an array
Copilot returns Sharpe ratio, volatility, drawdown, and other metrics as structured JSON
Ask: "Generate a performance metrics dashboard component from this data"

Example prompt for Copilot

Try this with Copilot using the Financial Calculator tool

Calculate portfolio metrics for this return series: [monthly returns]. Return Sharpe ratio, Sortino ratio, annualised return, annualised volatility, maximum drawdown, and Calmar ratio as structured JSON for my portfolio reporting dashboard.

Tips for Copilot

Use the metrics output to build a risk-adjusted performance scorecard component
Ask for rolling metrics alongside point-in-time figures for time-series dashboard displays
Generate comparison metrics against a benchmark in the same call for relative performance displays

OpenClaw calculates portfolio metrics across multiple strategies or time windows in batch. Compare risk-adjusted performance across funds, run rolling metric calculations for a complete period, or generate end-of-month performance reports automatically — systematic analysis at scale.

Connect ToolRouter to OpenClaw

1Install the CLI

npm install -g toolrouter-mcp

2Call tools directly from OpenClaw

toolrouter-mcp call web-search search --query "AI tools"
toolrouter-mcp tools

How to analyse portfolio metrics with OpenClaw

Once connected (see setup above), use the Financial Calculator tool:

Provide return series for each portfolio or strategy
Ask: "Calculate performance metrics for all portfolios and produce a comparison table"
OpenClaw returns standardised metrics for each portfolio
Ask: "Which portfolio has the highest Sharpe ratio? Which has the worst maximum drawdown?"

Example prompt for OpenClaw

Try this with OpenClaw using the Financial Calculator tool

Calculate Sharpe ratio, maximum drawdown, annualised volatility, and Calmar ratio for three portfolios using these return series. Return a comparison table ranked by Sharpe ratio.

Tips for OpenClaw

Use batch metrics calculation for month-end performance reporting across a fund range
Define a consistent risk-free rate across all calculations to ensure the Sharpe ratios are comparable
Ask for the ranking across all metrics in one table — it is easier to spot the overall best performer

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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