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Historische Sortino-Kennzahl Rechner
x402
Historische Sortino-Kennzahl Rechner is a paid API for AI agents from handel.halowerk.com, paid per call via x402, $0.002/call, status unknown (last checked 2026-10-17).
Computes the historical Sortino ratio from caller-supplied periodic returns, a minimum acceptable return, and an annualization factor, using downside deviation over all n periods.
Price / call$0.002
Success—
StatusUnknown
How this service works
Historische Sortino-Kennzahl. Downside-Abweichung über alle n Perioden, gelieferte Mindestrendite je Periode; Annualisierung unter Unkorreliertheitsannahme. Alle Zahlen, Kurse und Vorgaben liefert der Aufrufer. Keine eigenen Kursdaten, kein Brokerzugriff, keine Ausführung. Rechenwerkzeug, keine Anlageberatung, keine Empfehlung.
Output
Returns the computed historical Sortino ratio (annualized under the assumption of uncorrelated periods), along with the downside deviation calculated over all n input periods using the caller-supplied minimum return as the threshold. No market data is fetched; all numbers are derived purely from the inputs provided.
Example use cases
Backtested strategy risk evaluation
“I have daily returns from my backtested momentum strategy for the past year — here's the array. Assume 252 trading days per year and a minimum acceptable daily return of 0. What's the annualized Sortino ratio?”
Monthly fund performance reporting
“Calculate the Sortino ratio for our fund using these 36 monthly return figures, a minimum acceptable monthly return of 0.004 (about 5% annualized), and 12 periods per year so I can include it in the investor report.”
Comparing two portfolios by downside risk
“I want to compare two portfolios on downside-adjusted performance. Portfolio A has these quarterly returns and Portfolio B has these other quarterly returns — both with 4 periods per year and zero minimum return. Give me the Sortino ratio for each.”
Technical details
Endpoint
POSThttps://handel.halowerk.com/v1/rechner/sortino?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a pure, stateless computation of the Sortino ratio from historical returns you already possess. Unlike endpoints that fetch market data or access broker accounts, this is a transparent calculation tool — ideal when you want to apply your own minimum acceptable return threshold and control every input parameter, including the annualization factor, without any proprietary data dependencies.
Side effects
- Fewer than 2 return values provided — violates minItems:2 constraint
- All returns exceed the minimum return, resulting in zero downside deviation and a division-by-zero or infinite Sortino ratio
- periods_per_year set to zero or negative — violates minimum:1e-12 constraint
- Returns array contains values outside [-1e12, 1e12] range
- Missing required fields result in a validation error response
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| returns | array | |
| periods_per_year | number | |
| minimum_return_per_period | number |
Tags
x402
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