Sharpe Historical

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

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Deprecation Notice

As part of our ongoing efforts to improve our API and services, we will be deprecating this endpoint on September 30, 2024. This decision is in line with our commitment to providing high-quality, efficient, and secure API services to our users.

We encourage all users of this endpoint to reach out to our customer support team for any assistance or inquiries on custom scripts. Thank you for your understanding and cooperation!

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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

FieldTypeDescription
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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