Sharpe Historical

Get the Sharpe metric for a specific asset symbol over a period of time.


Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the data from the previous 1 year with a 1 day frequency.

Response Data

timestampstringThe time at which the metrics were calculated.
historical_volatilitynumberThe historical volatility for a given data point.
sharpe_rationumberThe sharpe ratio for a given data point.
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