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Sharpe Ratio

by Sharpe ratio in Security & trust

x402 APIPassing, checked 44 min ago

Risk-adjusted return: (mean return - risk-free rate) / sample standard deviation of returns (n-1). Pass periodsPerYear to also get the annualized ratio (× sqrt(periodsPerYear)).

POST https://agent402.tools/api/sharpe-ratio

Last 30 days

All checks passedSome failedAll failedNot checked
Uptime
100%
Response time
192 ms typical, 192 ms slowest 5%
Last check
44 min ago
Next check
any minute now

How to call it

# See the payment challenge (nothing is charged)
curl -i -X POST "https://agent402.tools/api/sharpe-ratio" \
  -H "content-type: application/json" \
  -d '{"returns":[0.1,0.05,0.15,-0.02,0.08],"riskFreeRate":0.02}'
import { wrapFetchWithPayment } from "@x402/fetch";
import { x402Client } from "@x402/core/client";
import { ExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

const client = new x402Client().register(
  "eip155:8453",
  new ExactEvmScheme(privateKeyToAccount(process.env.AGENT_KEY)),
);
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? Preflight it first for $0.005:
// GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fagent402.tools%2Fapi%2Fsharpe-ratio
const res = await pay("https://agent402.tools/api/sharpe-ratio", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({"returns":[0.1,0.05,0.15,-0.02,0.08],"riskFreeRate":0.02}),
});
console.log(await res.json());

Example input

{
  "returns": [
    0.1,
    0.05,
    0.15,
    -0.02,
    0.08
  ],
  "riskFreeRate": 0.02
}

Example output

{
  "excessReturn": 0.052,
  "mean": 0.072,
  "sharpe": 0.825293,
  "stdDev": 0.063008
}

Security scan

  • No findings. We scan names, descriptions and tool definitions for hidden instructions and other prompt-injection patterns.

Recent checks

WhenResultHTTPTimePrice
44 min agoPassed402192 ms$0.001
6 h agoPassed402200 ms$0.001