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Agent402 UK – Sharpe Ratio Calculator
x402
Agent402 UK – Sharpe Ratio Calculator is a paid API for AI agents from agent402.co.uk, paid per call via x402, $0.002/call, status down (last checked 2026-09-15).
Computes the Sharpe ratio from a series of period returns and a risk-free rate, quantifying risk-adjusted investment performance.
Price / call$0.002
Success—
StatusDown
How this service works
Don't burn tokens on deterministic work. Go/no-go jobs first: payout preflight, text firewall (PII/secrets), budget check — then rails, calendars, finmath. x402 USDC on Base. UK + global. agent402.co.uk — not agent402.tools. $0.001–$0.002 USDC on Base. No API keys.
Output
Returns a numeric Sharpe ratio representing the excess return per unit of risk (standard deviation) for the provided return series, adjusted by the given risk-free rate per period.
Example use cases
Portfolio strategy backtesting evaluation
“I've backtested a momentum strategy and got these monthly returns: [0.03, 0.01, -0.02, 0.04, 0.005, -0.01, 0.02, 0.015]. The monthly risk-free rate is 0.0025. Can you calculate the Sharpe ratio so I can see how well it performs on a risk-adjusted basis?”
Comparing two investment funds
“I want to compare two funds. Fund A has these quarterly returns: [0.04, 0.02, -0.01, 0.05] and Fund B has [0.03, 0.03, 0.02, 0.03]. Assume a quarterly risk-free rate of 0.005. What's the Sharpe ratio for each?”
Algorithmic trading system performance check
“My algo trading bot produced these daily returns over the past two weeks: [0.002, -0.001, 0.003, 0.001, -0.002, 0.004, 0.0015, -0.0005, 0.002, 0.001]. Using a daily risk-free rate of 0.0001, compute the Sharpe ratio for me.”
Technical details
Endpoint
POSThttps://agent402.co.uk/v1/math/sharpeWhen to prefer
Choose this endpoint when you need a quick, serverless computation of the Sharpe ratio without setting up a local financial library. It is ideal for agents performing portfolio analysis, strategy comparison, or backtesting pipelines where risk-adjusted performance needs to be quantified on demand. Prefer it over Black-Scholes (options pricing) or IRR endpoints when the task is specifically about return-series risk efficiency rather than option valuation or cash flow analysis.
Side effects
- Empty or single-element returns array causes division-by-zero or undefined standard deviation
- Non-numeric values in the returns array cause validation errors
- Missing required 'returns' field results in a 400 bad request
- Extremely large or small float values may cause numerical instability
- Incorrect risk_free rate units (e.g. annual instead of per-period) will produce a misleading but non-error result
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| returns | array | Period returns |
| risk_free | number | Risk-free per period |
Output
Schema · Response
{
"type": "json",
"example": {
"mean": 0.00125,
"stdev": 0.0152,
"sharpe": 0.122
}
}Tags
x402
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