Risk metrics from a price or return series
Risk metrics from a price or return series - annualised return and volatility, Sharpe, Sortino, Calmar, max drawdown, 95 percent VaR, expected shortfall and skew
Answers HTTP 404 without x402 payment termsour last check, 2026-10-18
0 of 1checks answered this week
n/amedian answer time
$0.01listed price per call
n/aprice it asked us
Paid test badge: not yet. The checks above are free: we call the tool without paying and read the payment request it sends back. The Verified badge needs paid calls whose answers match the promised output, and nobody can buy a badge.
Endpoint
GET https://saylorinnovations.com/api/finance/portfolio-risk
| Category | Market data |
|---|---|
| Provider host | saylorinnovations.com |
| Networks | eip155:8453, solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp |
| Payment schemes | exact |
| Self-reported calls, 30 days | 1 from 1 payers (the provider's figure, not ours) |
Our checks, last 30 days
| Day | Result | HTTP | Asked | Time |
|---|---|---|---|---|
| 2026-10-18 | no x402 terms | 404 | 234 ms |
Example input (from the provider)
{
"method": "GET",
"queryParams": {
"periods_per_year": "252",
"prices": "100,102,101,105,103,108,107,111,109,114"
},
"type": "http"
}
Promised output schema (from the provider)
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"method": {
"enum": [
"GET",
"POST",
"PUT",
"PATCH",
"DELETE",
"HEAD"
],
"type": "string"
},
"queryParams": {
"properties": {
"periods_per_year": {
"description": "optional, default 252 (daily); 12 monthly, 52 weekly",
"type": "string"
},
"prices": {
"description": "Comma-separated prices (5-1000 values)",
"type": "string"
}
},
"required": [
"prices"
],
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"properties": {
"annualised_return_percent": {
"description": "Annualised return, as a percentage",
"type": "number"
},
"annualised_volatility_percent": {
"description": "Annualised volatility, as a percentage",
"type": "number"
},
"best_period_percent": {
"description": "Best period, as a percentage",
"type": [
"number",
"null"
]
},
"calmar_ratio": {
"description": "Calmar ratio",
"type": [
"number",
"null"
]
},
"currently_in_drawdown_percent": {
"description": "Currently in drawdown, as a percentage",
"type": [
"number",
"null"
]
},
"excess_kurtosis": {
"description": "Excess kurtosis",
"type": [
"number",
"null"
]
},
"expected_shortfall_95_percent": {
"description": "Expected shortfall 95, as a percentage",
"type": "number"
},
"input_type": {
"description": "Input type",
"type": "string"
},
"max_drawdown_peak_index": {
"description": "Max drawdown peak index",
"type": [
"number",
"null"
]
},
"max_drawdown_percent": {
"description": "Max drawdown, as a percentage",
"type": "number"
},
"max_drawdown_trough_index": {
"description": "Max drawdown trough index",
"type": [
"number",
"null"
]
},
"note": {
"description": "Caveat or context for reading the result",
"type": "string"
},
"observations": {
"description": "Observations in time order",
"type": "number"
},
"periods_per_year": {
"description": "Periods per year",
"type": [
"number",
"null"
]
},
"positive_periods_percent": {
"description": "Positive periods, as a percentage",
"type": [
"number",
"null"
]
},
"sharpe_ratio": {
"description": "Sharpe ratio",
"type": [
"number",
"null"
]
},
"skewness": {
"type": [
"number",
"null"
]
},
"sortino_ratio": {
"description": "Sortino ratio",
"type": [
"number",
"null"
]
},
"source": {
"description": "Data source the values come from",
"type": "string"
},
"total_return_percent": {
"description": "Total return percent",
"type": "number"
},
"value_at_risk_95_percent": {
"description": "Value at risk 95, as a percentage",
"type": "number"
},
"worst_period_percent": {
"description": "Worst period, as a percentage",
"type": [
"number",
"null"
]
}
},
"required": [
"observations",
"sharpe_ratio",
"max_drawdown_percent"
],
"type": "object"
},
"type": {
"const": "json",
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}