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
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.