{"uid":"cap_m_rRQWt-BNmf_AZmV_ehw","slug":"historische-sortino-kennzahl-rechner-b8c8a3e4","name":"Historische Sortino-Kennzahl Rechner","description":"Historische Sortino-Kennzahl. Downside-Abweichung über alle n Perioden, gelieferte Mindestrendite je Periode; Annualisierung unter Unkorreliertheitsannahme. Alle Zahlen, Kurse und Vorgaben liefert der Aufrufer. Keine eigenen Kursdaten, kein Brokerzugriff, keine Ausführung. Rechenwerkzeug, keine Anlageberatung, keine Empfehlung.","url":"https://handel.halowerk.com/v1/rechner/sortino?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"returns":{"type":"array","items":{"type":"number","maximum":1000000000000,"minimum":-1000000000000},"maxItems":5000,"minItems":2},"periods_per_year":{"type":"number","maximum":1000000000000,"minimum":1e-12},"minimum_return_per_period":{"type":"number","maximum":1000000000000,"minimum":-1000000000000}}},"responseSchema":null,"example":null,"exampleRequest":null,"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_8-McxAYtjPVTo8EkR6wZa","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 historical Sortino ratio from caller-supplied periodic returns, a minimum acceptable return, and an annualization factor, using downside deviation over all n periods.","exampleAgentPrompt":"Calculate the historical Sortino ratio for this list of monthly returns: [0.02, -0.01, 0.03, -0.005, 0.015, -0.008, 0.04, -0.02, 0.01, 0.005, -0.03, 0.025], using a minimum acceptable return of 0.0 per month and 12 periods per year.","exampleUseCases":[{"title":"Backtested strategy risk evaluation","prompt":"I have daily returns from my backtested momentum strategy for the past year — here's the array. Assume 252 trading days per year and a minimum acceptable daily return of 0. What's the annualized Sortino ratio?"},{"title":"Monthly fund performance reporting","prompt":"Calculate the Sortino ratio for our fund using these 36 monthly return figures, a minimum acceptable monthly return of 0.004 (about 5% annualized), and 12 periods per year so I can include it in the investor report."},{"title":"Comparing two portfolios by downside risk","prompt":"I want to compare two portfolios on downside-adjusted performance. Portfolio A has these quarterly returns and Portfolio B has these other quarterly returns — both with 4 periods per year and zero minimum return. Give me the Sortino ratio for each."}],"resultDescription":"Returns the computed historical Sortino ratio (annualized under the assumption of uncorrelated periods), along with the downside deviation calculated over all n input periods using the caller-supplied minimum return as the threshold. No market data is fetched; all numbers are derived purely from the inputs provided.","failureModes":["Fewer than 2 return values provided — violates minItems:2 constraint","All returns exceed the minimum return, resulting in zero downside deviation and a division-by-zero or infinite Sortino ratio","periods_per_year set to zero or negative — violates minimum:1e-12 constraint","Returns array contains values outside [-1e12, 1e12] range","Missing required fields result in a validation error response"],"whenToPreferThis":"Choose this endpoint when you need a pure, stateless computation of the Sortino ratio from historical returns you already possess. Unlike endpoints that fetch market data or access broker accounts, this is a transparent calculation tool — ideal when you want to apply your own minimum acceptable return threshold and control every input parameter, including the annualization factor, without any proprietary data dependencies.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-17T06:51:18.374Z","isFirstParty":false,"canonicalSlug":"historische-sortino-kennzahl-rechner-b8c8a3e4"}