GET/api/v1/fund/risk/var
A parametric Value-at-Risk estimate for the live portfolio.
Requires an Authorization: Bearer <API key> header (a nyx_dk_… developer key, minted from Settings → Developer). Reflects Nyx's shadow NAV, reconciled against your fund administrator.
| Name | Type | Required | Description |
|---|---|---|---|
| confidence | 0.95 | 0.99 | Optional | — |
| horizonDays | 1 | 10 | Optional | — |
| method | "sample" | "ewma" | Optional | — |
| windowDays | integer | Optional | — |
cURL
curl -s -X GET "https://nyxchain.org/api/v1/fund/risk/var" \
-H "Authorization: Bearer nyx_dk_demo000000000000000000000000000000000000000"JavaScript
const res = await fetch("https://nyxchain.org/api/v1/fund/risk/var", {
method: "GET",
headers: { Authorization: "Bearer nyx_dk_demo000000000000000000000000000000000000000" },
})
const data = await res.json()Python
# GET https://nyxchain.org/api/v1/fund/risk/var
import requests
res = requests.get(
"https://nyxchain.org/api/v1/fund/risk/var",
headers={"Authorization": "Bearer nyx_dk_demo000000000000000000000000000000000000000"},
)
data = res.json()Try It
API Key
nyx_dk_dem••••••••0000
Parameters
Sample response
Object(2)
"simulated": true
"var":
Object(12)
"confidence": 0.95
"horizonDays": 1
"method": "sample"
"varUsd": "742300.00"
"navIncludedUsd": "18450210.44"
"totalNavUsd": "18450210.44"
"portfolioVolDaily": 0.032
"perAssetVol":
Array(3)
Object(3)
"asset": "BTC"
"volDaily": 0.0328
"observations": 180
Object(3)
"asset": "ETH"
"volDaily": 0.0403
"observations": 180
Object(3)
"asset": "SOL"
"volDaily": 0.0498
"observations": 180
"correlations":
Array(3)
Object(3)
"a": "BTC"
"b": "ETH"
"rho": 0.83
Object(3)
"a": "BTC"
"b": "SOL"
"rho": 0.71
Object(3)
"a": "ETH"
"b": "SOL"
"rho": 0.69
"excludedAssets":
Array(1)
"USD"
"observations": 180
"simulated": true