Sim Risk Measurements via API

General
1

Is it possible to get the risk measurements data of a sim via the API?

Thanks

Tony

2

Yes, you can. Take a look at the API docs and check the schema for the GET /strategy/{id} endpoint:

https://api.portfolio123.com/docs/index.html#/

We provide risk measurements at daily, weekly, monthly, and yearly frequencies, and for each of those over both a trailing 3-year window and since inception. The specific measurements returned are:

  • totalReturn
  • annualizedReturn
  • maxDrawdown
  • periodSamples
  • standardDeviation
  • sharpeRatio
  • sortinoRatio
  • benchCorrel
  • rSquared
  • beta
  • alpha
1 Like
3

Nice!

Thank you

Tony

1 Like