{"uid":"cap_U_i2aSBJtEUtmjx0qEXKJ","slug":"api-quantoracle-dev-865b2e84","name":"QuantOracle Sharpe Ratio Calculator","description":"QuantOracle: stats/sharpe-ratio","url":"https://api.quantoracle.dev/v1/stats/sharpe-ratio","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"returns":{"type":"array","items":{"type":"number"},"title":"Returns","maxItems":5000,"minItems":5,"description":"Array of periodic returns (max 5000)"},"risk_free_rate":{"type":"number","title":"Risk Free Rate","default":0.05,"description":"Annual risk-free rate"},"annualization_factor":{"type":"integer","title":"Annualization Factor","default":252,"description":"Trading days per year"}}},"responseSchema":null,"example":{"request":{"returns":[0.01,-0.02,0.03,0.015,-0.005,0.02,0.008,-0.01,0.012,0.005,-0.003,0.018,0.007,-0.015,0.022,0.011,-0.008,0.014,0.009,-0.006,0.016,0.004,-0.012,0.019,0.006,-0.009,0.013,0.01,-0.007,0.017]},"response":{"n":30,"ms":14.7,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","calculator":"https://quantoracle.dev/sharpe-ratio-calculator","powered_by":"QuantOracle"},"se_sharpe":3.0364,"ci_95_lower":1.0611,"ci_95_upper":12.9636,"sharpe_ratio":7.0123,"excess_return":1.3864,"annualized_vol":0.1977,"annualized_return":1.4364}},"exampleRequest":{"returns":[0.01,-0.02,0.03,0.015,-0.005,0.02,0.008,-0.01,0.012,0.005,-0.003,0.018,0.007,-0.015,0.022,0.011,-0.008,0.014,0.009,-0.006,0.016,0.004,-0.012,0.019,0.006,-0.009,0.013,0.01,-0.007,0.017]},"tags":["x402"],"displayCostAmount":"0.002","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.002/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.002","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.002","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_jarv9Q282EgZdIco_QO0k","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.002","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes the annualized Sharpe ratio from a series of returns, including confidence intervals, standard error, excess return, and volatility statistics.","exampleAgentPrompt":"Calculate the Sharpe ratio for these daily returns [0.001, -0.002, 0.003, 0.0015, -0.0005, 0.002] using a 4% annual risk-free rate and an annualization factor of 252, and give me the 95% confidence interval too.","exampleUseCases":null,"resultDescription":"Returns the Sharpe ratio (annualized), annualized return, annualized volatility, excess return, standard error of the Sharpe, 95% confidence interval bounds (lower and upper), and sample size — along with response latency in milliseconds.","failureModes":["Empty or single-element returns array causing division-by-zero in volatility calculation","Non-numeric values in the returns array causing a 400 validation error","Negative annualization factor causing nonsensical results","Extremely short return series producing very wide confidence intervals that may be misleading","Missing required fields returning a 422 unprocessable entity error"],"whenToPreferThis":"Choose this endpoint when you need a statistically rigorous Sharpe ratio with confidence intervals and standard error, not just a point estimate. Especially useful when evaluating whether a strategy's Sharpe ratio is statistically distinguishable from zero, or when comparing strategies with limited return histories. Pairs well with the probabilistic-sharpe endpoint on the same platform for deeper significance testing.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T00:40:17.267Z","isFirstParty":false}