Annualized Sharpe ratio calculator API

Compute the annualized Sharpe ratio of a return series: Sharpe = (mean − rfPerPeriod)/σ annualized by ×√periodsPerYear, using sample standard deviation. Deterministic risk-adjusted-return math. Answers 'what's the Sharpe ratio','risk-adjusted return of this strategy','annualized Sharpe from daily returns'.

Price$0.03per request

MethodPOST

Route/v1/calc/cryptocalc-sharpe-ratio

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

calccryptotradingsharperisk-adjustedvolatilityperformancebacktest

API URLhttps://x402.hexl.dev/v1/calc/cryptocalc-sharpe-ratio

Integration docs

Example request

{
  "returns": [
    0.01,
    -0.02,
    0.03,
    0.015,
    -0.005
  ],
  "periodsPerYear": 365
}

Example response

{
  "formula": "Sharpe = (mean − rf)/σ, annualized ×√periodsPerYear",
  "periods": 5,
  "meanReturnPct": 0.6,
  "volatilityPct": 1.917029,
  "perPeriodSharpe": 0.312984,
  "annualizedSharpe": 5.9796,
  "interpretation": "excellent"
}

Input schema

{
  "type": "object",
  "required": [
    "returns"
  ],
  "properties": {
    "returns": {
      "type": "array",
      "items": {
        "type": "number"
      },
      "description": "periodic returns (decimal)",
      "examples": [
        [
          0.01,
          -0.02,
          0.03,
          0.015,
          -0.005
        ]
      ]
    },
    "riskFreeRate": {
      "type": "number",
      "description": "annual risk-free rate (decimal)",
      "examples": [
        0
      ]
    },
    "periodsPerYear": {
      "type": "number",
      "examples": [
        365
      ]
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}