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:
{
"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
License
MIT