io.github.nvasilevv/pensiata

Official26 tools

by nvasilevv

Pensiata - Bulgarian Pension Fund Analytics

Bulgarian pension fund analytics — NAV data, metrics, rankings, and benchmarks.

Bulgarian pension fund analytics with NAV data, metrics, and rankings.

Topics

analyticsbulgariafinancial-datafintechfscmcpmcp-servermodel-context-protocolpension-fundsupf

Captured live from the server via tools/list.

list_managers

Retrieve Bulgarian pension manager metadata for UPF, PPF, and VPF/DPF schemes. Use this to discover licensed managers and their supported scheme types before running rankings or metric calculations over FSC-tracked pension data. Data freshness: reflects latest ingested official FSC manager/scheme coverage.

Parameters (1)

scheme_codeany

list_funds

List Bulgarian private pension funds and canonical fund IDs. Returns `fund_id` in `manager_slug:scheme_code` format for UPF, PPF, and VPF/DPF. Use this as discovery before calling NAV, metric, and ranking tools. Data freshness: fund metadata follows latest FSC-tracked manager/scheme dataset.

Parameters (2)

scheme_codeany
active_onlyboolean

get_nav_series

Get official NAV time series for a Bulgarian pension fund (UPF/PPF/VPF). Accepts either `fund_id` or (`manager_slug`, `scheme_code`) and returns normalized NAV points for return/risk calculations and charting. Data freshness: updated as new source NAV observations are ingested.

Parameters (6)

fund_idany
manager_slugany
scheme_codeany
date_fromany
date_toany
frequencystring

list_benchmarks

List benchmark assets for Bulgarian pension comparisons. Includes inflation and market references used to evaluate relative performance of UPF, PPF, and VPF/DPF funds. Data freshness: benchmark metadata is stable; prices are updated as new source data arrives.

No parameters.

list_metrics

List all supported financial metric identifiers for MCP analytics tools.

No parameters.

cache_stats

Return MCP cache telemetry for diagnostics and performance debugging.

No parameters.

get_benchmark_series

Get historical benchmark series for pension-fund comparison workflows. Use with compute/rank tools to compare Bulgarian pension funds against inflation or market proxies over aligned periods. Data freshness: updated as new benchmark source observations become available.

Parameters (4)

benchmark_slugstringrequired
date_fromany
date_toany
frequencystring

compute_metric

Compute a metric for Bulgarian pension funds or benchmark targets. Supports returns, drawdown, volatility, Sharpe/Sortino/Calmar, correlation, and benchmark-aware metrics over configurable period and frequency. Data freshness: computed from latest ingested FSC NAV and benchmark data.

Parameters (11)

metricstringrequired
periodanyrequired
fund_idany
manager_slugany
scheme_codeany
benchmark_target_slugany
benchmark_slugany
risk_free_slugany
risk_free_rateany
windowany
frequencystring

rank

Rank funds within UPF/PPF/VPF schemes by a selected metric and period. Supports optional extra columns via `include_metrics` for agent-friendly table outputs. Data freshness: rankings are computed from the latest ingested FSC-aligned NAV dataset.

Parameters (11)

scheme_codestringrequired
metricstringrequired
periodanyrequired
benchmark_slugany
orderstring
limitinteger
offsetinteger
include_metricsany
frequencystring
risk_free_rateany
windowany

rank_benchmarks

Rank benchmark assets by metric and period for market-context comparison. Data freshness: rankings reflect latest ingested benchmark observations.

Parameters (10)

metricstringrequired
periodanyrequired
benchmark_slugany
orderstring
limitinteger
offsetinteger
include_metricsany
frequencystring
risk_free_rateany
windowany

simulate_saver_outcome

Simulate saver outcomes with periodic contributions into Bulgarian pension funds. Estimates invested amount, terminal value, and IRR-like performance diagnostics. Data freshness: simulation uses the latest available NAV history in the dataset.

Parameters (6)

monthly_contributionnumberrequired
scheme_codestringrequired
manager_slugany
fund_idany
start_datestring
end_dateany

get_bulgarian_pension_fund_managers

Alias for `list_managers` with explicit Bulgarian pension context for agent discovery.

Parameters (1)

scheme_codeany

get_bulgarian_pension_funds

Alias for `list_funds` to discover UPF/PPF/VPF fund IDs for FSC-based analysis.

Parameters (2)

scheme_codeany
active_onlyboolean

get_bulgarian_pension_fund_nav_series

Alias for `get_nav_series` with explicit pension NAV semantics for tool-RAG routing.

Parameters (6)

fund_idany
manager_slugany
scheme_codeany
date_fromany
date_toany
frequencystring

get_bulgarian_pension_benchmarks

Alias for `list_benchmarks` with Bulgarian pension comparison context.

No parameters.

get_bulgarian_pension_metrics_catalog

Alias for `list_metrics` so agents can semantically find available pension metrics.

No parameters.

get_bulgarian_pension_benchmark_series

Alias for `get_benchmark_series` to retrieve inflation/market comparators for UPF/PPF/VPF.

Parameters (4)

benchmark_slugstringrequired
date_fromany
date_toany
frequencystring

get_bulgarian_pension_fund_metric

Alias for `compute_metric` with explicit Bulgarian pension metric intent.

Parameters (11)

metricstringrequired
periodanyrequired
fund_idany
manager_slugany
scheme_codeany
benchmark_target_slugany
benchmark_slugany
risk_free_slugany
risk_free_rateany
windowany
frequencystring

rank_bulgarian_pension_funds_by_metric

Alias for `rank` to semantically target Bulgarian UPF/PPF/VPF leaderboard queries.

Parameters (11)

scheme_codestringrequired
metricstringrequired
periodanyrequired
benchmark_slugany
orderstring
limitinteger
offsetinteger
include_metricsany
frequencystring
risk_free_rateany
windowany

rank_bulgarian_pension_benchmarks_by_metric

Alias for `rank_benchmarks` for semantically rich benchmark ranking discovery.

Parameters (11)

metricstringrequired
periodanyrequired
benchmark_slugany
orderstring
limitinteger
offsetinteger
include_metricsany
frequencystring
risk_free_rateany
windowany
scheme_codestring

simulate_bulgarian_pension_saver_outcome

Alias for `simulate_saver_outcome` with explicit Bulgarian pension savings semantics.

Parameters (5)

manager_slugany
scheme_codestring
monthly_amountnumber
date_fromany
end_dateany

list_holdings_reports

List available markdown holdings reports for Bulgarian pension funds. Reports contain detailed portfolio holdings data extracted from official PDF filings and converted to structured markdown with metadata (allocation %, exposure, top holdings). Use this tool to discover what reports are available before loading specific ones with `read_holdings_report`. Filter by manager, fund type, or date range.

Parameters (4)

manager_slugany
fund_typeany
date_fromany
date_toany

get_holdings_reports_index

Get a lightweight summary index of pension fund holdings reports. Returns allocation metadata (equity %, domestic %, funds %) and top holdings for each report without loading full content. Use this for quick discovery to decide which reports to load in full with `read_holdings_report`.

Parameters (4)

manager_slugany
fund_typeany
date_fromany
date_toany

read_holdings_report

Read a specific markdown holdings report for a Bulgarian pension fund. Returns the full markdown content (or just metadata if summary_only=True) for a specific manager, fund type, and date. The report includes detailed portfolio holdings with instrument types, issuers, values, and portfolio shares.

Parameters (4)

manager_slugstringrequired
Manager identifier (e.g., 'dskrodina', 'allianz', 'doverie')
fund_typestringrequired
Fund type code (e.g., 'upf', 'ppf', 'dpf')
datestringrequired
Report date in YYYY-MM-DD format
summary_onlyboolean
If True, return only parsed metadata (allocation, exposure, top holdings)

get_pension_legal_framework

Return the full text of Bulgarian pension legal documents.

Parameters (1)

documentany
Optional filter – "ordinance_9", "ordinance_33", or "kso". If omitted, returns all available documents.

search_pension_law

Search across Bulgarian pension legal framework documents.

Parameters (3)

querystringrequired
Search term (e.g., "чл. 175", "equity limits", "инвестиционни ограничения").
documentany
Optional filter to search only one document.
max_resultsinteger
Maximum number of matching sections to return (default 10).

README.md5 KBView on GitHub

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

Install

claude_desktop_config.json

{
  "mcpServers": {
    "pensiata": {
      "command": "npx",
      "args": [
        "-y",
        "mcp-remote",
        "https://mcp.pensiata.me/mcp"
      ]
    }
  }
}

Desktop config is stdio-only; this bridges via mcp-remote. Native remote: Settings > Connectors.