Vinkius

Sharpe Ratio Calculator MCP. Grade investments using advanced risk metrics instantly.

Sharpe Ratio Calculator MCP lets you analyze investment risk and return using advanced metrics like Sharpe, Sortino, and Calmar ratios. It calculates performance for single assets or entire portfolios by incorporating current market data from regions including the USA, Europe, and Brazil.

Sharpe Ratio Calculator MCP is compatible with Claude Claude
Sharpe Ratio Calculator MCP is compatible with ChatGPT ChatGPT
Sharpe Ratio Calculator MCP is compatible with Cursor Cursor
Sharpe Ratio Calculator MCP is compatible with Gemini Gemini
Sharpe Ratio Calculator MCP is compatible with Windsurf Windsurf
Sharpe Ratio Calculator MCP is compatible with VS Code VS Code
Sharpe Ratio Calculator MCP is compatible with JetBrains JetBrains
Sharpe Ratio Calculator MCP is compatible with Vercel Vercel
See Vinkius in Action

Give Claude and any AI agent real-world access

Check current risk-free market rates

Get the annualized risk-free rate for a selected major market (USA, Europe, or Brazil).

Grade individual asset performance

Calculate Sharpe, Sortino, and Calmar ratios for any single series of investment returns.

Analyze weighted portfolio metrics

Compute aggregate risk-adjusted performance metrics across a collection of assets based on specific weightings.

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AI Agent
MCP Server

What AI agents can do with Sharpe Ratio Calculator: 3 Tools

These tools allow you to calculate market benchmarks and assess performance metrics for individual or aggregated investment holdings.

Make your AI actually useful.

Add this MCP to Claude, Cursor, or Windsurf and your AI stops guessing. It gets real tools to look things up, take action, and handle the stuff you keep doing by hand.

Start using Sharpe Ratio Calculator MCP

Calculate Asset Metrics

Calculates Sharpe, Sortino, and Calmar ratios for a single stream of periodic returns.

Calculate Portfolio Metrics

Computes aggregated performance metrics across multiple assets using specific...

Get Market Benchmark

Retrieves the current annual risk-free rate for a selected geographic market (USA...

Security and governance baked right in.

Pick your AI client below to get set up. Just create a Vinkius account, subscribe, and you're instantly up and running. We handle the entire backend infrastructure, delivering out-of-the-box support for HTTPS Streamable, SSE, and OAuth2—zero messy routing required.

Sharpe Ratio Calculator MCP is compatible with Claude

Claude AI

1

Open Claude Settings

Go to claude.ai, click your profile icon, then navigate to Customize → Connectors.

2

Add Custom Connector

Click the "+" button and select Add custom connector. Paste your Vinkius endpoint URL:

https://edge.vinkius.com/[YOUR_TOKEN_HERE]/mcp

Replace [YOUR_TOKEN_HERE] with your token from cloud.vinkius.com. For OAuth-protected servers, expand Advanced settings to add credentials.

3

Start a conversation

Open a new chat. The Sharpe Ratio Calculator integration is available immediately — no restart needed.

Choose How to Get Started

Build a custom MCP for your own tools, or connect a ready-made integration from our catalog.

Build Your Own

Turn any API into an MCP. Import a spec, define Agent Skills, or deploy with MCPFusion.

  • Import from OpenAPI, Swagger, or YAML specs
  • Create Agent Skills with progressive disclosure
  • Deploy to edge with MCPFusion framework
  • Built in DLP, auth, and compliance on each call
  • Real time usage dashboard and cost metering
  • Publish to catalog or keep private
Start building

Make Your AI Do More

Start with Sharpe Ratio Calculator, then connect any of our 5,200+ other servers whenever your AI needs more. One click, no limits.

  • Use this MCP plus 5,200+ others, all in one place
  • Add new capabilities to your AI anytime you want
  • Connections are secured and governed automatically
  • Track usage and costs across all your servers
  • Works with Claude, ChatGPT, Cursor, and more
  • New servers added to the catalog weekly

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The Difficulty of Standardizing Performance Grades

Right now, comparing performance across different holdings is a messy process. You pull raw returns from one spreadsheet, get the risk-free rate from another, and then you spend time in Excel manually running formulas for Sharpe or Sortino. If you change one number—say, updating the market benchmark—you have to re-do half your calculations just to see if your grade changed.

With this MCP, that manual comparison vanishes. You simply tell your agent what you want to analyze. The system fetches the necessary risk-free rates and runs all the required performance metrics in a single pass. You get instant grades for assets or entire portfolios.

Calculate Performance with `calculate_portfolio_metrics`

Today, to analyze an entire portfolio, you have to list every asset's returns and then manually calculate the weighted average for each metric. This process is prone to errors because the formulas are complex and must account for varying capital weights.

Now, simply provide the full set of assets and their corresponding weights. The MCP handles the aggregation automatically via `calculate_portfolio_metrics`, giving you a single, accurate view of the entire portfolio's risk-adjusted performance.

What Sharpe Ratio Calculator MCP does for your AI

Evaluating an investment isn't just about looking at raw gains; it's about understanding risk-adjusted returns. This MCP provides precise financial tools to grade asset quality using industry-standard metrics. You can start by getting the current annualized risk-free rate for any major market—USA, Europe, or Brazil—using a simple request. Then, you analyze specific assets: give it a series of periodic returns and it calculates whether that single investment was poor, good, or excellent based on Sharpe, Sortino, and Calmar ratios.

If you're managing multiple holdings, you can run the entire portfolio through the system to get weighted aggregate metrics in one go. Vinkius makes this possible by connecting these specialized financial tools directly into your favorite AI client, so you don't have to jump between separate terminals or spreadsheets.

Built · Hosted · Managed by Vinkius Sharpe Ratio Calculator - Risk-Adjusted Performance Analysis MCP
Server ID 019f0110-72f3-7038-a319-ae2085cd5dc6
Vinkius Inspector
Compliance Grade A+
Score 100/100
Vinkius Inspector Badge — Score 100/100

Frequently asked questions about Sharpe Ratio Calculator MCP

How does Sharpe Ratio Calculator handle different global markets? +

The MCP supports three major markets: USA, Europe, and Brazil. You first use get_market_benchmark to retrieve the specific annualized risk-free rate for whichever region your returns belong to.

Do I need to provide asset weights for all analyses? +

You only need weights when analyzing multiple assets together. If you are calculating metrics for a single stock, you just need the series of periodic returns using calculate_asset_metrics.

What is the difference between `calculate_asset_metrics` and `calculate_portfolio_metrics`? +

calculate_asset_metrics treats a single set of returns as one entity. calculate_portfolio_metrics takes multiple assets, each with its own returns and weightings, to give you an aggregate metric.

Can I get the risk-free rate for a market not listed in Sharpe Ratio Calculator? +

No, this MCP is limited to USA, Europe, or Brazil markets. If your region isn't supported, you'll need an MCP that covers that specific geography.

Does the calculator give a performance grade? +

Yes, after running the ratios through calculate_asset_metrics or calculate_portfolio_metrics, the result includes a clear performance tier: Poor, Good, or Excellent.