Sharpe Sortino

{
  "annualizedExcessReturnPct": 7,
  "asOf": "2026-10-12T00:57:40.885Z",
  "degraded": false,
  "disclaimer": "Screening signal computed from the named public source. Not financial, legal or investment advice; provided as is. Verify at the source before acting.",
  "downsideDeviationPerPeriod": 0.01004618962,
  "educationalOnly": "Educational arithmetic on the numbers you supplied. Not investment advice: it does not say what to buy, sell, hold or how much to risk, and a supplied or past series does not predict the future.",
  "meanExcessReturnPerPeriod": 0.005833333333,
  "notChecked": [
    "the true risk-free rate: yours is used as given, split evenly across periods",
    "non-normal returns, small samples and serial correlation, which make both ratios unreliable",
    "…1 more"
  ],
  "observations": 6,
  "periodVolatility": 0.0189076704,
  "periodsPerYear": 12,
  "reasons": [
    "Sharpe = (mean return - risk-free per period) / sample standard deviation, times sqrt(periodsPerYear).",
    "Sortino divides the same excess mean by the downside deviation: the square root of the mean of min(0, return - risk-free)^2 over ALL periods, with the risk-free rate as the minimum acceptable return.",
    "…1 more"
  ],
  "riskFreePerPeriod": 0.001666666667,
  "riskFreeRatePct": 2,
  "sharpeRatio": 1.068733429,
  "sortinoRatio": 2.011435199,
  "source": "computed locally",
  "summary": "Sharpe 1.068733429, Sortino 2.011435199 (annualised, risk-free 2% a year).",
  "verdict": "RATIOS_COMPUTED"
}

# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i 'https://portfolio-stats.x402tookit.com/sharpe-sortino?periodsPerYear=12&returns=%5B0.02%2C-0.01%2C0.03%2C0.01%2C-0.02%2C0.015%5D&riskFreeRatePct=2'

# x402 v2 sends the challenge base64-encoded in the PAYMENT-REQUIRED header (v1 sends it in the body).
# To read the header:
curl -sS -g -o /dev/null -D - 'https://portfolio-stats.x402tookit.com/sharpe-sortino?periodsPerYear=12&returns=%5B0.02%2C-0.01%2C0.03%2C0.01%2C-0.02%2C0.015%5D&riskFreeRatePct=2' \
  | grep -i '^payment-required:' | cut -d' ' -f2 | tr -d '\r' | base64 --decode

// npm i @x402/fetch @x402/evm viem
import { wrapFetchWithPayment, x402Client } from "@x402/fetch";
import { registerExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

// Pays at most $0.02 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.02" });
registerExactEvmScheme(client, { signer: privateKeyToAccount(process.env.EVM_PRIVATE_KEY) });
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? ToolVet checks it first for $0.005. Pay for that from a separate
// client: this one is capped at $0.02 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fportfolio-stats.x402tookit.com%2Fsharpe-sortino
const res = await pay("https://portfolio-stats.x402tookit.com/sharpe-sortino?periodsPerYear=12&returns=%5B0.02%2C-0.01%2C0.03%2C0.01%2C-0.02%2C0.015%5D&riskFreeRatePct=2");
console.log(res.status, await res.text());

# pip install "x402[requests,evm]"
import os
from eth_account import Account
from x402 import x402ClientSync
from x402.http.clients import x402_requests
from x402.mechanisms.evm import EthAccountSigner
from x402.mechanisms.evm.exact.register import register_exact_evm_client

# Pays at most $0.02 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.02"})
register_exact_evm_client(client, EthAccountSigner(Account.from_key(os.environ["EVM_PRIVATE_KEY"])))

with x402_requests(client) as session:
    res = session.get("https://portfolio-stats.x402tookit.com/sharpe-sortino?periodsPerYear=12&returns=%5B0.02%2C-0.01%2C0.03%2C0.01%2C-0.02%2C0.015%5D&riskFreeRatePct=2")
    print(res.status_code, res.text)