How to Analyse Portfolio Metrics with Claude
Analyse portfolio metrics with Claude and ToolRouter. Sharpe ratio, drawdown, and risk-adjusted return analysis.
Tool
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
ToolRouterURL
https://api.toolrouter.com/mcp3Let Claude set you up Open Claude
Steps
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
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
- 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