POportfoliooptimizer
Portfolio Analysis / Mean-Variance

Information Ratio

Changed on

Compute the Information Ratio of a portfolio.

References

post/portfolios/analysis/mean-variance/information-ratio

Request

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

Request body

benchmarkReturnsnumber[] required

benchmarkReturns[t] is the arithmetic return of the benchmark at the time t; the benchmarkReturns array must have the same length as all the portfolioReturns arrays or the same length minus 1 as all the portfolioValues arrays

Response

OK

Changes