POportfoliooptimizer
Portfolio Analysis / Contributions

Sharpe Ratio Contributions

Changed on

Perform a Sharpe Ratio contribution analysis of a portfolio.

References

post/portfolios/analysis/contributions/sharpe-ratio

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/analysis/contributions/sharpe-ratio
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required

The number of assets

assetsMeanReturnsnumber[] required

assetsMeanReturns[i] is the arithmetic (expected) return of asset i

riskFreeReturnnumber

The constant risk-free arithmetic return over the considered time period, in percentage

Response

OK

Changes