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:

config.json

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

No API key required.

List pension fund management companies with AUM and supported schemes.

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

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

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

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

Retrieve benchmark time series.

List all available metric names.

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

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

MIT