Sharpe & Sortino Ratios
Rolling 1-year Sharpe and Sortino ratios — risk-adjusted return measured against total volatility (Sharpe) and downside-only volatility (Sortino), annualized. The gap between the two reveals how asymmetric the risk has been.
Tier proPrice intelligencesharpesortinorisk-adjustedvolatilityrisk
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.