---
title: "Pain Index"
method: POST
path: "/portfolios/analysis/drawdowns/pain-index"
tags: ["Portfolio Analysis / Drawdowns"]
---

# Pain Index

`POST /portfolios/analysis/drawdowns/pain-index`

Compute the Pain Index of a portfolio.

References
* Marc Odo, Pain Index and Pain Ratio, Zephyr Associates White Paper
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution

## Request body

- object
  - `portfolios` object[], required
    - `portfolioReturns` number[] — portfolioReturns[t] is the arithmetic return of the portfolio at the time t; exclusive with portfolioValues
    - `portfolioValues` number[], required — portfolioValues[t] is the value of the portfolio at the time t; exclusive with portfolioReturns

## Response `200`

OK

- object
  - `portfolios` object[], required
    - `portfolioPainIndex` number, required — The Pain Index of the portfolio

---

[API](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer.md) · [All operations](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/portfoliooptimizer/portfolio-optimizer/versions/479fd4ac44aa/schema)