Symbol risk return

GET/v1/symbols/{symbol}/risk-returnNamed fields

Risk-adjusted return ratios for one symbol over a window.

Parameters

symbolpathrequired
Ticker symbol, case-insensitive.

Response contract

Only the fields listed are promised. Anything else may change.

Promised fields

symbolsharpesortinotreynorcalmaromegacagrtotalReturnannualizedVolatilitymaxDrawdownbetaalphacorrelationToBenchmarkperiod

How this was verified

Called against 3 different subjects on the live API. Every field it returned, at every level, was compared with the contract above. Last checked August 18, 2026.

Request

curl "https://api.massari.ai/v1/symbols/AAPL/risk-return" \
  -H "Authorization: Bearer $MASSARI_TOKEN"

Example response

{
  "symbol": "AAPL",
  "sharpe": 0.6808645299617445,
  "sortino": 0.927839910637813,
  "treynor": 0.25930347999827114,
  "calmar": 0.2643837171303486,
  "omega": 1.1369629055151715,
  "cagr": 21.626054447242193,
  "totalReturn": 71083.32168646634,
  "annualizedVolatility": 42.058034081148456,
  "maxDrawdown": 81.79798166836403,
  "beta": 1.1043362628980953,
  "alpha": 15.301030738101664,
  "correlationToBenchmark": 0.4872152024150193,
  "period": {
    "to": "2026-08-17",
    "from": "1993-01-29",
    "tradingDays": 8442
  }
}

A real response from the live API, captured August 18, 2026. Nothing was dropped, so this is the whole shape. Either way it is valid JSON.