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Portfolio Sharpe Ratio, Excess Return & Risk-Adjusted Performance Calculator

Calculates annualized Sharpe Ratio, excess return over risk-free rate, and risk-adjusted rating for any portfolio.

Call it (no API key)

GET https://api.agentdatahub.de/api/v1/call/equity-portfolio-sharpe-sortino?portfolio_return_pct=16.5&risk_free_rate_pct=4.2&portfolio_volatility_pct=14.0&compact=1

Full metadata: without compact=1 · Markdown: format=llm · Only some fields: add &fields=a,b.c · MCP: tool call_api with {"apiId":"equity-portfolio-sharpe-sortino"}

Parameters

`portfolio_return_pct`	Annual portfolio return % (default: 16.5)
`risk_free_rate_pct`	Risk-free Treasury rate % (default: 4.2)
`portfolio_volatility_pct`	Annualized standard deviation % (default: 14.0)

Example response (live, compact)

{
  "apiId": "equity-portfolio-sharpe-sortino",
  "data_freshness": "live",
  "data": {
    "portfolio_return_pct": 16.5,
    "risk_free_rate_pct": 4.2,
    "excess_return_pct": 12.3,
    "volatility_pct": 14,
    "sharpe_ratio": 0.879,
    "rating": "Acceptable"
  },
  "source": "100% Platform Portfolio Analytics Engine",
  "license": "100% Platform Owned Compute"
}

Source & license

Source	100% Platform Portfolio Analytics Engine
License	100% Platform Owned Compute
Source URL	https://localhost:3000/api/v1/call/equity-portfolio-sharpe-sortino
Terms	https://localhost:3000/llms.txt
Category	Finance & Markets › 7. Equities & SEC Filings