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Saylor Innovations Risk Metrics Calculator
x402
Saylor Innovations Risk Metrics Calculator is a paid API for AI agents from saylorinnovations.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-30).
Computes a comprehensive suite of financial risk statistics—Sharpe, Sortino, Calmar ratios, max drawdown, VaR, CVaR, volatility, and win rate—from a price or return series.
Price / call$0.01
Success—
StatusUnknown
How this service works
Risk statistics for a price or return series: Sharpe, Sortino, Calmar, max drawdown, historical and parametric value at risk, CVaR, volatility and win rate.
Output
A JSON object containing annualized Sharpe ratio, Sortino ratio, Calmar ratio, max drawdown percentage, historical and parametric value at risk, CVaR (expected shortfall at 95%), annualized volatility, win rate percentage, total return percentage, best single-period return, number of periods analyzed, periods per year used, data source attribution, and a plain-language note interpreting the results.
Example use cases
Crypto portfolio risk assessment
“I have daily closing prices for my crypto portfolio over the last 90 days — here they are as a comma-separated list: 28000,28500,27900,29000,30000,29500,31000,30500,32000,31500. Can you compute the Sharpe ratio, max drawdown, CVaR at 95%, and win rate using 365 periods per year?”
Backtest strategy performance evaluation
“I backtested a stock trading strategy and got these daily equity curve values: 10000,10200,10150,10400,10300,10600,10550,10800,10750,11000. What are the Sortino and Calmar ratios, volatility, and max drawdown? Use 252 periods per year.”
Monthly fund return risk analysis
“Here are 24 monthly NAV figures for a mutual fund I'm analyzing: 50,51,50.5,52,53,52,54,55,54.5,56,57,56,58,59,58.5,60,61,60,62,63,62.5,64,65,64. Can you give me the full risk metrics breakdown — Sharpe, Sortino, Calmar, max drawdown, and expected shortfall — using 12 periods per year?”
Technical details
Endpoint
GEThttps://saylorinnovations.com/api/finance/risk-metrics?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a full suite of quantitative risk statistics from a raw price or return series without building your own analytics pipeline. It is ideal for evaluating trading strategies, comparing portfolio risk, or performing due diligence on historical asset performance. Prefer it over general financial data APIs when you already have the price series and need computed risk metrics rather than raw market data retrieval.
Side effects
- Fewer than 2 prices provided — insufficient data for return calculation
- Non-numeric or malformed values in the comma-separated prices string
- All returns are identical or zero — Sharpe/Sortino may return null due to zero volatility
- No drawdown exists in the series — Calmar ratio returns null
- Invalid periods_per_year value causing incorrect annualization
- Request timeout if price series is very large (approaching 2000 entries)
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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