Pensiata Bulgarian Pension Fund Analytics

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

pensiata.me

License

MIT