Rank a basket by risk-adjusted return
API · /cryptorisk-api
Crypto Risk Profile (VaR & Tail Risk) API
healthy
4,856 Subscribers
The full risk scorecard of any coin, computed live from its Binance daily candles — no key, nothing stored. Volatility alone hides what matters most for risk: the tails. This returns the Value at Risk (the daily loss not exceeded on 95% / 99% of days), the Conditional VaR / expected shortfall (the average loss on the worst days, beyond VaR), the skewness and excess kurtosis of the return distribution (how asymmetric and how fat-tailed it is — crypto is famously fat-tailed), the maximum drawdown, and the risk-adjusted return ratios (Sharpe and Sortino). The profile endpoint returns the whole scorecard for one coin; the drawdown endpoint returns the worst peak-to-trough decline with its peak, trough and depth plus the current drawdown from the high; the compare endpoint ranks a basket of coins by risk-adjusted return so you can see which carries the most tail risk per unit of return. This is the coin-native risk-distribution / tail-risk cut for crypto — distinct from the generic risk-metrics, CAPM and trade-stats APIs (which compute on a series you pass in) and from the realised-volatility API (which has no VaR, skew, kurtosis or drawdown). Coins are Binance bases (BTC) or symbols (BTCUSDT); the quote defaults to USDT and the window is 30-1000 days. Risk-free rate is assumed 0.
api.oanor.com/cryptorisk-api
API health
healthy- Uptime
- 100.00%
- Server probes · 24h
- Avg latency
- 314 ms
- Server probes · 24h
- Subscribers
- 4,856
- active
- Total calls
- 4
- last 7 days
Pricing
Pick a tier — billed monthly, cancel anytime.
Free
Free
- 450 calls / month
- 2 requests / second
- Hard cap (429 above quota, no overage)
- 450 calls/month
- 2 req/sec
- Profile + drawdown + compare
- No credit card
Starter
€12.44 /month
- 11,200 calls / month
- 6 requests / second
- Hard cap (429 above quota, no overage)
- 11,200 calls/month
- 6 req/sec
- VaR, CVaR, skew & kurtosis
- Email support
Pro
€37.44 /month
- 67,000 calls / month
- 16 requests / second
- Hard cap (429 above quota, no overage)
- 67,000 calls/month
- 16 req/sec
- Risk dashboards & screening
- Priority support
Business
€85.60 /month
- 355,000 calls / month
- 40 requests / second
- Hard cap (429 above quota, no overage)
- 355,000 calls/month
- 40 req/sec
- Risk-desk scale
- Dedicated SLA
Built by
Related APIs
Other APIs with overlapping tags.
Cross-Asset Tail Risk API
Ranks the major markets by how brutal their bad days are, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility and the Sharpe ratio assume returns are symmetric and well-behaved, but the losses that actually blow up a book live in the left tail — the rare, deep down-days a standard-deviation number smooths away. This API measures that tail directly. For each market it returns Value-at-Risk (the daily loss not exceeded on 95% / 99% of days, both the historical percentile and the normal-distribution parametric estimate), the Conditional VaR / Expected Shortfall (the average loss on the worst days, beyond VaR — how bad the bad days really are), and the shape of the return distribution: skewness (negative = crash-prone, a long left tail) and excess kurtosis (high = fat-tailed, outlier-prone). The asset endpoint returns one instrument's full tail-risk profile; the screener endpoint ranks the cross-asset universe (equities, sectors, commodities, bonds, FX and crypto; filterable by class) from the most tail-risky to the safest. This is the cross-asset distribution-tail / VaR-CVaR cut — distinct from the bring-your-own-series risk-metrics engine, the crypto-only coin risk scorecard, the drawdown-pain (Ulcer) screener and the volatility APIs. It is the left tail, measured across the whole book.
api.oanor.com/tailrisk-api
Risk Metrics API
Live risk-adjusted-return analytics that quants and portfolio managers run on a return or price series — computed on demand, no key, nothing cached. Get the Sharpe ratio with annualised return and volatility; the Sortino ratio using downside deviation; periodic and annualised volatility, downside deviation and semivariance; and historical and parametric Value-at-Risk plus Conditional VaR (Expected Shortfall) at any confidence level. Every value is computed live from your input and works for any market — forex, stocks, crypto or funds. A risk-statistics engine, distinct from raw price feeds, from technical-indicator tools and from option-pricing tools: it turns a series of returns into the risk-adjusted performance numbers a strategy is judged on.
api.oanor.com/riskmetrics-api
Ulcer Index API
Ranks a cross-asset universe by how painful each market's drawdowns have been, and how much return it paid for that pain, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility treats an up-move and a down-move as equally risky, but investors only lose sleep over the downside: the depth of the fall from the last high and how long it drags on before recovering. The Ulcer Index (Peter Martin) captures exactly that — the root-mean-square of every day's percentage drawdown from the running peak, so a deep, long drawdown is penalised far more than a brief dip and a market that keeps making new highs scores near zero. From it comes the Martin ratio (the Ulcer Performance Index) — annualised excess return divided by the Ulcer Index — the return earned per unit of drawdown pain, a downside-only cousin of the Sharpe ratio. The asset endpoint returns one instrument's full pain profile: Ulcer Index, maximum, average and current drawdown, longest time underwater, the Martin ratio and the pain ratio. The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by Martin ratio (best pain-adjusted return) or by Ulcer Index (smoothest ride). This is the drawdown-pain / Ulcer-Index cut — distinct from a current-drawdown monitor (a point-in-time snapshot of how far below peak each market is), the Sharpe/Sortino/Calmar screener (Calmar uses only the single worst drawdown) and the price APIs. It scores the whole shape of the pain, not one point of it.
api.oanor.com/ulcerindex-api
Cross-Asset Drawdown & Recovery Monitor API
How far every major market is below its peak and how long it has been underwater, computed live from Yahoo Finance (no key, nothing stored). Drawdown is the risk investors actually feel: not volatility in the abstract, but the gap between today's price and the high-water mark, and the painful stretch spent climbing back. For every asset — equity indices, bonds, gold, oil, commodities, FX and crypto — this measures the current drawdown from its rolling peak, the worst (maximum) drawdown over the window, the date and level of the peak, how many days it has been underwater, and how much of the fall it has already recovered. The monitor endpoint returns the whole universe ranked by current drawdown — what is deepest underwater and what is back at new highs — with a summary of how many markets are in drawdown. The asset endpoint returns one market's drawdown card. The universe endpoint lists what is covered. The cross-asset drawdown / underwater-recovery cut — distinct from the FX-only drawdown API, the crypto all-time-high API and the cross-asset volatility API (which ranks risk-adjusted return, not the underwater curve). It answers how far from the highs, and how long.
api.oanor.com/assetdrawdown-api
Frequently asked questions
Quick answers about pricing, quotas, and integration.
How do I get an API key for Crypto Risk Profile (VaR & Tail Risk) API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Crypto Risk Profile (VaR & Tail Risk) API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Crypto Risk Profile (VaR & Tail Risk) API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Crypto Risk Profile (VaR & Tail Risk) API cost?
Crypto Risk Profile (VaR & Tail Risk) API has a free tier with 100 calls / month. Paid plans start at €12.44 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Crypto Risk Profile (VaR & Tail Risk) API GDPR-compliant?
All requests to Crypto Risk Profile (VaR & Tail Risk) API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.
Pick an endpoint from the list on the left to see its details and try it.
Code snippets
Sign up to get an API key, then call any path under your slug.
curl https://api.oanor.com/cryptorisk-api/SOME_PATH \
-H "x-oanor-key: oanor_test_..."const res = await fetch("https://api.oanor.com/cryptorisk-api/SOME_PATH", {
headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();$ch = curl_init("https://api.oanor.com/cryptorisk-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);import requests
r = requests.get(
"https://api.oanor.com/cryptorisk-api/SOME_PATH",
headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())Ratings
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