---
title: "Equal Sharpe Ratio Contributions Portfolio"
method: POST
path: "/portfolios/optimization/equal-sharpe-ratio-contributions"
tags: ["Portfolio Optimization"]
---

# Equal Sharpe Ratio Contributions Portfolio

`POST /portfolios/optimization/equal-sharpe-ratio-contributions`

## Request

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

Compute the asset weights of the equal Sharpe Ratio contributions portfolio.

References
 * [Andreas Steiner, Sharpe Ratio Contribution and Attribution Analysis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1839166")

## Request body

- object
  - `assets` integer, required: The number of assets
  - `assetsMeanReturns` number[], required: assetsMeanReturns[i] is the arithmetic (expected) return of asset i
  - `assetsCovarianceMatrix` array[], required: assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j
    - number[]
  - `riskFreeReturn` number: The constant risk-free arithmetic return over the considered time period, in percentage

## Response `200`

OK

- object
  - `assetsWeights` number[], required: assetsWeights[i] is the weight of the asset i in the portfolio, in percentage

## Changes

- **2026-06-08** `614076795988`: 1 info
  - endpoint added

[Operation history](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/changes/portfolios/optimization/equal-sharpe-ratio-contributions/post.md)

---

[API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) - [All operations](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) - [OpenAPI document](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/revisions/9d075aa717bf?raw)