index

Returns stats associated with a specific MerQube index

Returns stats associated with a specific MerQube index

get/index/{uuid}/stats

Request

Path parameters

uuidstring required

uuid of the resource

Query parameters

string date-time
OR
string date
OR
string

Start date for the results/computation

string date-time
OR
string date
OR
string

End date for the results/computation

metricstring

Metric to compute stats on (default: total_return)

Response

200 response

annual_volatilitynumber
annualized_returnnumber
cumulative_returnnumber
idstring
max_drawdownnumber
sharpe_rationumber

Example response

{
  "annual_volatility": 3.717606464173326,
  "annualized_return": 6.665050717276233,
  "cumulative_return": 2.7597506251556547,
  "id": "YTD",
  "max_drawdown": -1.3877029296510448,
  "sharpe_ratio": 1.759543308780235
}

Changes

No recorded changes to this operation across all 1 revision of this API.