Pensiata - Bulgarian Pension Fund Analytics

Name: Pensiata - Bulgarian Pension Fund Analytics
Author: nvasilevv

数据与存储

by nvasilevv

保加利亚养老基金分析工具，提供 NAV 数据、关键指标、排名与基准对比。

GitHub

什么是 Pensiata - Bulgarian Pension Fund Analytics？

保加利亚养老基金分析工具，提供 NAV 数据、关键指标、排名与基准对比。

README

Pensiata MCP Server

A Model Context Protocol server providing analytics for Bulgarian pension funds — covering all three pillar II schemes (UPF, PPF, DPF).

Hosted at: https://mcp.pensiata.me/mcp (streamable HTTP transport)

Connect

Add to your MCP client configuration:

json

{
  "mcpServers": {
    "pensiata": {
      "type": "streamable-http",
      "url": "https://mcp.pensiata.me/mcp"
    }
  }
}

No API key required.

Tools

`list_managers`

List pension fund management companies with AUM and supported schemes.

Parameter	Type	Description
`scheme_code`	`upf` \| `ppf` \| `dpf` (optional)	Filter by scheme

`list_funds`

List individual funds with metadata.

Parameter	Type	Description
`scheme_code`	`upf` \| `ppf` \| `dpf` (optional)	Filter by scheme
`active_only`	bool (default: `true`)	Only active funds

`get_nav_series`

Retrieve NAV (Net Asset Value) time series for one or more funds.

Parameter	Type	Description
`fund_id`	string (optional)	e.g. `allianz:upf`
`manager_slug`	string (optional)	All funds for a manager
`scheme_code`	`upf` \| `ppf` \| `dpf` (optional)	All funds in a scheme
`frequency`	`daily` \| `weekly` \| `monthly`	Default: `daily`
`date_from`	string (optional)	Start date (YYYY-MM-DD)
`date_to`	string (optional)	End date (YYYY-MM-DD)

`compute_metric`

Compute a performance metric for one or more funds over a given period.

Parameter	Type	Description
`metric`	string	Metric name (see below)
`period`	string or object	e.g. `"5y"`, `"10y"`, `"ytd"`, or `{"date_from": "...", "date_to": "..."}`
`fund_id`	string (optional)	Specific fund
`manager_slug`	string (optional)	All funds for a manager
`scheme_code`	`upf` \| `ppf` \| `dpf` (optional)	All funds in a scheme
`benchmark_slug`	string (optional)	Benchmark or fund ID for relative metrics
`frequency`	`daily` \| `weekly` \| `monthly`	Default: `daily`
`risk_free_rate`	number (optional)	Override risk-free rate
`risk_free_slug`	string (optional)	Benchmark to use as risk-free rate

`rank`

Rank funds within a scheme by any metric.

Parameter	Type	Description
`scheme_code`	`upf` \| `ppf` \| `dpf`	Required
`metric`	string	Metric to rank by
`period`	string or object	Time period
`order`	`desc` \| `asc`	Default: `desc`
`include_metrics`	string[] (optional)	Additional metrics in output
`benchmark_slug`	string (optional)	For relative metrics
`limit`	int	Default: `50`
`offset`	int	Default: `0`

`list_benchmarks`

List available benchmark indices (S&P 500, Euro Stoxx 600, Gold, BG Inflation, etc.).

`get_benchmark_series`

Retrieve benchmark time series.

Parameter	Type	Description
`benchmark_slug`	string	e.g. `sp500`, `bg_inflation`, `gold`
`frequency`	`daily` \| `weekly` \| `monthly`	Default: `daily`
`date_from`	string (optional)	Start date
`date_to`	string (optional)	End date

`list_metrics`

List all available metric names.

Available Metrics

Metric	Description
`return_total`	Cumulative total return
`cagr`	Compound annual growth rate
`real_cagr`	Inflation-adjusted CAGR
`ytd_return`	Year-to-date return
`volatility_ann`	Annualized volatility
`downside_volatility_ann`	Annualized downside volatility
`max_drawdown`	Maximum drawdown
`sharpe`	Sharpe ratio
`sortino`	Sortino ratio
`calmar`	Calmar ratio
`information_ratio`	Information ratio (vs benchmark)
`tracking_error_ann`	Annualized tracking error
`excess_return`	Excess return vs benchmark
`correlation`	Correlation with benchmark or another fund
`ulcer_index`	Ulcer index
`consistency_score`	Return consistency score

Available Benchmarks

Slug	Description
`sp500`	S&P 500 (USD)
`eurostoxx600`	STOXX Europe 600 (USD)
`gold`	Gold (USD)
`bg_inflation`	Bulgarian CPI Inflation
`us10y_gov_bond`	US 10Y Government Bond (USD)
`de10y_gov_bond`	German 10Y Government Bond (EUR)

Coverage

Schemes: UPF (Universal Pension Fund), PPF (Professional Pension Fund), DPF (Voluntary Pension Fund)
Managers: 10 active + 2 historical pension management companies
Data: Daily NAV data, some funds dating back to 2005
Currency: BGN

Website

pensiata.me

License

MIT

常见问题