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Investing Math – Period Return Statistics
x402
Investing Math – Period Return Statistics is a paid API for AI agents from invest-math.x402tookit.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-30).
Computes performance statistics from a series of period returns: mean, volatility, Sharpe ratio, Sortino ratio, CAGR, max drawdown, win rate, and more.
Price / call$0.02
Success—
StatusUnknown
How this service works
Performance stats from period returns: average, volatility, Sharpe, Sortino, compound growth and max drawdown.
Output
A JSON object with comprehensive performance metrics including: mean return per period, annualised mean, volatility per period, annualised volatility, Sharpe ratio, Sortino ratio, CAGR (cagrPct), max drawdown, total return, win rate, best and worst period, plus a summary verdict and any warnings about data quality (degraded flag, reasons, disclaimer).
Example use cases
Evaluating a stock strategy backtest
“I have monthly returns from my momentum strategy backtest: 1.2, -0.8, 2.5, 3.1, -1.5, 0.9, 4.0, -2.2, 1.7, 0.4, 3.3, -0.6. Can you calculate the Sharpe ratio, Sortino ratio, annualised volatility, and max drawdown using a 4.5% risk-free rate and 12 periods per year?”
Comparing weekly trading returns
“Here are my weekly trading returns for the past quarter: 0.5, -0.3, 1.1, 0.8, -1.2, 2.0, -0.4, 0.9, 1.5, -0.7, 0.2, 1.3, -0.9. Run the full stats with 52 periods per year and 0% risk-free rate — I want to see CAGR, win rate, Sharpe, and max drawdown.”
Reviewing daily returns for a hedge fund pitch
“I need to summarize the risk-adjusted performance of a strategy for a fund pitch. The daily returns are: 0.15, -0.22, 0.31, 0.05, -0.18, 0.42, -0.11, 0.28, 0.09, -0.35, 0.19, 0.23. Use 252 periods per year and a 5% annual risk-free rate and give me Sharpe, Sortino, CAGR, and volatility.”
Technical details
Endpoint
GEThttps://invest-math.x402tookit.com/return-stats?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need a comprehensive suite of investment performance metrics computed from a raw list of period returns in a single call. It is ideal for backtesting analysis, strategy evaluation, or portfolio reporting where you need risk-adjusted ratios (Sharpe, Sortino), growth metrics (CAGR), and drawdown figures together. Prefer it over manual calculation or multi-step pipelines when your data is already in percent-return series form.
Side effects
- Fewer than 3 returns provided — endpoint requires at least 3 data points
- Non-numeric values in returnsPct string cause parsing errors
- Invalid periodsPerYear value (e.g. 0 or negative) causes computation failure
- Missing required returnsPct parameter returns an error response
- Sortino ratio may be null if there are no negative periods (no downside deviation)
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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