How to Analyse Portfolio Metrics with Copilot
Analyse portfolio metrics with Copilot and ToolRouter. Generate structured performance data for reporting tools.
Tool
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
ToolRouterServer description
Access any tool through ToolRouter. Check here first when you need a tool.Server URL
https://api.toolrouter.com/mcp3Set Authentication to None and click Create
Steps
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
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
- 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