POportfoliooptimizer
Portfolio Analysis / Drawdowns

Pain Index

Changed on

Compute the Pain Index of a portfolio.

References

  • Marc Odo, Pain Index and Pain Ratio, Zephyr Associates White Paper
  • Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
post/portfolios/analysis/drawdowns/pain-index

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/analysis/drawdowns/pain-index
  • Auth
    API key in header X-API-Key

Request body

Response

OK

Changes