ILLUSTRATIVE historical and parametric Value-at-Risk and expected shortfall from
ILLUSTRATIVE historical and parametric Value-at-Risk and expected shortfall from a return series you supply. Not advice.
Answeringour last check, 2026-10-21
1 of 1checks answered this week
1298 msmedian answer time
$0.02listed price per call
$0.02price it asked us
Paid test badge: not yet. The checks above are free: we call the tool without paying and read the payment request it sends back. The Verified badge needs paid calls whose answers match the promised output, and nobody can buy a badge.
Endpoint
GET https://portfolio-stats.x402tookit.com/value-at-risk
| Category | Everything else |
|---|---|
| Provider host | portfolio-stats.x402tookit.com |
| Networks | eip155:137, eip155:42161, eip155:8453, solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp |
| Payment schemes | exact |
| Self-reported calls, 30 days | 1 from 1 payers (the provider's figure, not ours) |
Our checks, last 30 days
| Day | Result | HTTP | Asked | Time |
|---|---|---|---|---|
| 2026-10-21 | valid payment request | 402 | $0.02 | 1298 ms |
Example input (from the provider)
{
"method": "GET",
"queryParams": {
"confidencePct": 95,
"portfolioValue": 10000,
"returns": "[-0.02,-0.01,0,0.01,0.02,0.015,-0.005,0.008,-0.012,0.004]"
},
"type": "http"
}
Promised output schema (from the provider)
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"method": {
"enum": [
"GET"
],
"type": "string"
},
"queryParams": {
"properties": {
"confidencePct": {
"description": "Confidence level in percent, 90 to 99.9 (default 95)",
"type": "number"
},
"periodsPerYear": {
"description": "Periods per year for annualising: 252 daily (default), 52 weekly, 12 monthly",
"type": "integer"
},
"portfolioValue": {
"description": "Optional amount to express the loss in money terms",
"type": "number"
},
"prices": {
"description": "Price series, oldest first, JSON like [100,101,99.5] or 100,101,99.5 (up to 1000). Give prices OR returns",
"type": "string"
},
"returns": {
"description": "Period returns, oldest first, decimals by default (0.01 = 1%). Give returns OR prices",
"type": "string"
},
"unit": {
"description": "decimal (default, 0.01 = 1%) or percent (1 = 1%); applies to returns only",
"type": "string"
}
},
"required": [],
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"properties": {
"asOf": {
"type": [
"null",
"string"
]
},
"confidencePct": {
"type": [
"null",
"number"
]
},
"degraded": {
"type": [
"boolean",
"null"
]
},
"disclaimer": {
"type": [
"null",
"string"
]
},
"educationalOnly": {
"type": [
"null",
"string"
]
},
"historicalExpectedShortfall": {
"type": [
"null",
"number"
]
},
"historicalExpectedShortfallAmount": {
"type": [
"null",
"number"
]
},
"historicalExpectedShortfallPct": {
"type": [
"null",
"number"
]
},
"historicalVaR": {
"type": [
"null",
"number"
]
},
"historicalVaRAmount": {
"type": [
"null",
"number"
]
},
"historicalVaRPct": {
"type": [
"null",
"number"
]
},
"horizon": {
"type": [
"null",
"string"
]
},
"illustrativeOnly": {
"type": [
"boolean",
"null"
]
},
"meanReturn": {
"type": [
"null",
"number"
]
},
"negativeVaRMeansTheThresholdWasAGain": {
"type": [
"null",
"string"
]
},
"notChecked": {
"items": {
"type": "string"
},
"type": [
"array",
"null"
]
},
"observations": {
"type": [
"null",
"number"
]
},
"parametricExpectedShortfall": {
"type": [
"null",
"number"
]
},
"parametricExpectedShortfallAmount": {
"type": [
"null",
"number"
]
},
"parametricExpectedShortfallPct": {
"type": [
"null",
"number"
]
},
"parametricVaR": {
"type": [
"null",
"number"
]
},
"parametricVaRAmount": {
"type": [
"null",
"number"
]
},
"parametricVaRPct": {
"type": [
"null",
"number"
]
},
"periodVolatility": {
"type": [
"null",
"number"
]
},
"portfolioValue": {
"type": [
"null",
"number"
]
},
"reasons": {
"items": {
"type": "string"
},
"type": [
"array",
"null"
]
},
"source": {
"type": [
"null",
"string"
]
},
"summary": {
"type": [
"null",
"string"
]
},
"tailObservations": {
"type": [
"null",
"number"
]
},
"tooFewTailObservations": {
"type": [
"boolean