Portfolio risk model

Return ex-ante portfolio risk: tracking error, CTEV by factor group and by security, ex-ante beta, and the factor-vs-idiosyncratic split, labelled with model coverage.

post/v1/portfolio/risk

Request

  • Base URL: https://api.turos.app
  • URL: https://api.turos.app/v1/portfolio/risk
  • Auth: one of:
    • API key in header x-api-key
    • HTTP bearer

Query parameters

response_mode'compact' | 'standard' | 'verbose'

Response projection. compact is token-efficient for agents; standard returns the full operational shape; verbose preserves full trust metadata and drill-down context.

includestring

Comma-separated compact-mode expansions such as trust, metadata, series, diagnostics, exposures, position_views, position_exposures, optimizer_candidates, or drilldown. Use trust when an agent or report needs provenance, freshness, source-rights, methodology, revision, and degraded-state metadata; use diagnostics for regression details such as rSquared and tStat where supported.

Request body

countrystring
lookbackstring
categorystring
keysstring[]
benchmark'SPY' | 'ACWX' | 'QQQ' | 'IWM' | 'SIXTY_FORTY'
benchmarkLabelstring

Response

Successful response

dataAsOfstring
freshnessStatus'fresh' | 'stale' | 'degraded' | 'unknown'
methodologyVersionstring
materializationVersionstring
object'portfolio_risk' required
asOfstring required
lookbackstring required
benchmarkLabelstring nullable
trackingErrornumber required

Ex-ante total active risk (tracking error), annualised fraction.

totalRisknumber required

Ex-ante absolute portfolio volatility, annualised fraction.

exAnteBetanumber required

Ex-ante portfolio beta vs the market factor.

factorRiskSharenumber required

Fraction of active variance from factor exposures (0-1).

specificRiskSharenumber required

Fraction of active variance from idiosyncratic risk (0-1).

disclosuresstring[] required
summaryMdstring required
responseMode'compact' | 'standard' | 'verbose'
requestIdstring
traceparentstring

Changes

No recorded changes to this operation across all 1 revision of this API.