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Sharpe Ratio Calculator
x402
Sharpe Ratio Calculator 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 Sharpe ratio from a user-supplied series of returns, risk-free rate, and annualization factor using sample standard deviation (n−1)
Price / call$0.002
Success—
StatusUnknown
How this service works
Historische Sharpe-Kennzahl. Stichprobenstandardabweichung n−1, risikofreie Rendite je Eingabeperiode; 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 (and annualized) Sharpe ratio as a numeric value, derived from the supplied returns array using sample standard deviation (n−1), the specified risk-free rate per period, and the annualization factor (periods_per_year). No market data is fetched; all inputs must be provided by the caller.
Example use cases
Monthly portfolio performance review
“Here are my last 24 monthly portfolio returns: [0.03, -0.01, 0.02, 0.015, -0.005, 0.04, 0.01, -0.02, 0.025, 0.03, 0.005, 0.02, 0.01, 0.03, -0.015, 0.02, 0.025, -0.01, 0.04, 0.005, 0.015, 0.03, -0.005, 0.02]. I use 12 periods per year and my monthly risk-free rate is 0.0015. What's the annualized Sharpe ratio?”
Comparing daily trading strategies
“I have daily returns for two strategies — compute the Sharpe ratio for Strategy A: [0.001, -0.0005, 0.002, 0.0008, -0.001, 0.0015, 0.0003] using 252 trading days per year and a daily risk-free rate of 0.00005.”
Quarterly fund evaluation
“Can you calculate the Sharpe ratio for these 8 quarterly returns: [0.05, -0.02, 0.07, 0.03, -0.01, 0.06, 0.04, 0.02]? Use 4 periods per year and a quarterly risk-free rate of 0.005.”
Technical details
Endpoint
POSThttps://handel.halowerk.com/v1/rechner/sharpe?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need a pure, stateless Sharpe ratio computation from your own return series without any data fetching, brokerage access, or financial advice. Prefer it over full portfolio analytics platforms when you already have the return array and just need the risk-adjusted performance metric computed correctly with sample standard deviation and flexible annualization.
Side effects
- Returns error if fewer than 2 return values are provided (minItems: 2)
- Returns error if more than 5000 return values are provided (maxItems: 5000)
- Returns error if periods_per_year is zero or negative (minimum: 1e-12)
- Undefined or incorrect results if returns contain non-numeric values
- Division-by-zero or undefined ratio if standard deviation of returns is zero (all returns identical)
- Incorrect Sharpe if caller provides mismatched period conventions (e.g., daily returns with annual risk-free rate)
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| returns | array | |
| periods_per_year | number | |
| risk_free_per_period | number |
Tags
x402
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