Sharpe & Sortino Ratios
Rolling 1-year Sharpe and Sortino ratios - the institutional standard of risk-adjusted return, annualized. Historically, sustained readings above the euphoria zone have clustered near cycle peaks and deep dips below the capitulation zone near major lows - shaded bands calibrated on real historical percentiles turn it into a cycle-regime read.
The detailed education sheet for this metric is being published. The identifier above is already queryable from the REST API and the MCP server.
Programmatic access
REST API
curl -sS \
'https://api.trinityinsights.io/api/v1/price-intelligence/pi-sharpe-sortino/history?days=90' \
-H 'X-API-Key: $TRINITY_API_KEY'MCP server
{
"tool": "get_chart_value",
"metric_id": "pi-sharpe-sortino",
"timeframe": "1y"
}Required tier: pro. See the pricing grid for the tier list and the MCP documentation for multi-client configuration.
Related metrics
Institutional disclaimer
Trinity Insights is an educational and analytical tool. The metric above does not constitute investment advice. Trinity Insights is not a Crypto-Asset Service Provider (CASP) registered under MiCA Regulation (EU) 2023/1114. See the full disclaimer.