Portfolio Stats – Sharpe & Sortino Ratio Calculator is a paid API for AI agents from portfolio-stats.x402tookit.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-29).
Computes Sharpe and Sortino ratios for a price or return series you supply, given your chosen risk-free rate and annualization period.
Sharpe and Sortino ratios on a price or return series you supply, with your risk-free rate. Not advice.
Returns Sharpe ratio and Sortino ratio (both annualized), along with supporting metrics: annualized excess return percentage, period volatility, downside deviation per period, mean excess return per period, risk-free rate per period, number of observations, and periods per year used. Also includes a disclaimer noting results are educational only and not financial advice.
GEThttps://portfolio-stats.x402tookit.com/sharpe-sortino?utm_source=zero.xyzChoose this endpoint when you need both Sharpe and Sortino ratios computed together from a raw price or return series without requiring any external data lookup — you supply everything. It is ideal for backtesting, strategy evaluation, or portfolio analytics pipelines where data is already in hand and a quick, cheap ($0.02) risk-adjusted performance computation is needed. Prefer it over broader equity-curve summary endpoints when you specifically need Sharpe/Sortino focus with customizable risk-free rate and annualization period.
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| output | object |
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