portfolio_metrics
Portfolio and asset risk/return analytics from price or return series you supply: annualised return (CAGR) and volatility, Sharpe and Sortino ratios, max drawdown, historical and parametric 95% VaR, beta/alpha against a benchmark series and a correlation matrix, for each asset and the weighted (p...
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What portfolio_metrics does on ScorpTech x402 API
AI agents call portfolio_metrics to retrieve information from ScorpTech x402 API without modifying anything. It is typically the context-gathering step in research, monitoring, and reporting workflows, before the agent takes action elsewhere.
| Parameter | Type | Required | Description |
|---|---|---|---|
prices | object | — | Price series per asset, oldest first: {"BTC":[...],"ETH":[...]} (same length) |
returns | object | — | Alternatively periodic simple returns per asset as decimals (0.01 = 1%) |
weights | object | — | Portfolio weights per asset (normalised; default equal) |
benchmark | string | — | Name of the series to use as benchmark for beta/alpha (excluded from the portfolio unless weighted) |
riskFreePct | number | — | Annual risk-free rate in percent |
periodsPerYear | integer | — | 252 trading days, 365 crypto days, 52 weeks, 12 months |
Parameters from the server's own tool schema.
Why portfolio_metrics is rated Low
Even though portfolio_metrics only reads data, uncontrolled read access leaks sensitive information and racks up API costs: an agent caught in a retry loop can make thousands of calls a minute without anyone noticing.
Attacks that exploit this kind of access
The rule that runs portfolio_metrics safely
PolicyLayer is an MCP gateway: it sits between your AI agents and ScorpTech x402 API, and checks every tool call against a rule you set before the call runs. Nothing changes on the server itself. For portfolio_metrics, this is the rule to start with:
portfolio_metrics is read-only, so it stays allowed. Everything else on the server is denied unless you say otherwise.
The button opens the PolicyLayer dashboard: create your workspace, connect ScorpTech x402 API, apply this rule, and every portfolio_metrics call is checked against it from then on.
Questions about portfolio_metrics
Portfolio and asset risk/return analytics from price or return series you supply: annualised return (CAGR) and volatility, Sharpe and Sortino ratios, max drawdown, historical and parametric 95% VaR, beta/alpha against a benchmark series and a correlation matrix, for each asset and the weighted (periodically rebalanced) portfolio. Up to 20 assets. POST JSON body. Price: $0.003 USDC per successful call (x402, Solana). Same tool over HTTPS: POST https://scorptech.it.com/api/x402/v1/portfolio-metrics. It is categorised as a Read tool in the ScorpTech x402 API MCP Server, which means it retrieves data without modifying state.
portfolio_metrics accepts 6 parameters: prices, returns, weights, benchmark, riskFreePct, periodsPerYear. The full parameter table on this page comes from the server's own tool schema.
Register the ScorpTech x402 API MCP server in PolicyLayer and add a rule for portfolio_metrics: allow, deny, rate-limit, or require approval. Point your MCP client at the PolicyLayer proxy URL and the rule is enforced on every call, before it reaches ScorpTech x402 API. Nothing to install.
portfolio_metrics is a Read tool with low risk. Read-only tools are generally safe to allow by default.
Yes. Add a rate_limit block to the portfolio_metrics rule in your PolicyLayer policy. For example, setting max: 10 and window: 60 limits the tool to 10 calls per minute. Rate limits are tracked per agent session and reset automatically.
Set action: deny in the PolicyLayer policy for portfolio_metrics. The AI agent will receive a policy violation error and cannot call the tool. You can also include a reason field to explain why the tool is blocked.
portfolio_metrics is provided by the ScorpTech x402 API MCP server (https://scorptech.it.com/api/x402/mcp). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.
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