Sortino ratio via downside deviation

Code-Snippets

curl "https://api.oanor.com/riskmetrics-api/v1/sortino" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/riskmetrics-api/v1/sortino", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/riskmetrics-api/v1/sortino");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/riskmetrics-api/v1/sortino",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "n": 15,
        "metric": "sortino",
        "source": "RISKMETRICS",
        "sortino_period": 0.338062,
        "periods_per_year": 252,
        "risk_free_annual": 0,
        "annualized_return": 0.4032,
        "mean_return_period": 0.0016,
        "sortino_annualized": 5.366563,
        "downside_deviation_period": 0.00473286
    },
    "meta": {
        "timestamp": "2026-06-10T22:56:22.342Z",
        "request_id": "6f9b537d-a723-4b9a-928b-60bb3b03f0e7"
    },
    "status": "ok",
    "message": "Sortino ratio computed",
    "success": true
}