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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Portfolio Analysis / Mean-Variance

Sharpe Ratio Confidence Interval

Build a confidence interval for the Sharpe ratio of a portfolio.

References

post/portfolios/analysis/mean-variance/sharpe-ratio/confidence-interval

riskFreeReturnnumber

The constant risk-free arithmetic return over the considered time period, in percentage

confidenceIntervalType'twoSided' | 'lowerOneSided' | 'upperOneSided'

The type of confidence interval to build

confidenceLevelnumber

The confidence level of the confidence interval to build, in percentage