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POST
Portfolio Risk-Adjusted Performance Ratios

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
returns
number[]
required

Portfolio return time series (periodic returns, not cumulative)

Example:
rf_rate
number
default:0

Risk-free rate (per period, matching returns frequency)

Example:

0.0012

benchmark_returns
number[] | null

Benchmark return time series. Required for information ratio and tracking error.

Example:
target_return
number
default:0

Target return for Sortino ratio calculation (per period)

Example:

0

Response

Risk ratios successfully calculated

success
boolean
Example:

true

data
object