ClearFolio Engine API (Internal)

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ClearFolio Engine API. Endpoint exposure depends on deployment profile: b2c.

Version: 1.0.0
POST/v1/assets/advanced-metrics

Get Advanced Metrics

Tag: calculations

Retrieves advanced metrics for an asset.

Returns advanced performance metrics: Beta, Alpha, Sharpe, Sortino, Tracking Error, Information Ratio, and correlation with the benchmark.

Parameters:

  • ticker: Asset identifier

Answer:

  • beta: Market sensitivity (1.0 = market, <1.0 = defensive, >1.0 = offensive)
  • alpha: Outperformance vs benchmark (positive = outperformance)
  • sharpe_ratio: Risk-adjusted return (higher = better)
  • sortino_ratio: Downside risk-adjusted return (higher = better)
  • tracking_error: Standard deviation of returns vs benchmark
  • information_ratio: Alpha / Tracking Error (higher = better)
  • correlation_benchmark: Correlation with the benchmark (0-1)

Query example:

{
  "ticker": "AAPL"
}

Interpretation:

  • Beta > 1: More volatile than the market
  • Alpha > 0: Outperformance after risk adjustment
  • Sharpe > 1: Good risk-adjusted return
  • Information Ratio > 0.5: Good active management

Error codes:

  • 404: Asset not found
  • 500: Error during recovery

Endpoint Status

Deprecated: No

operationId: get_advanced_metrics_v1_assets_advanced_metrics_post

Parameters

Total: 1

Required: 0

Path: 0

Query: 0

Header: 1

Request Body

Present: Yes

Required: Yes

Content types:

application/json

Schema:

SingleAssetRequest

View schema details
{
  "properties": {
    "ticker": {
      "type": "string",
      "title": "Ticker",
      "description": "Identifiant de l'actif (ex: 'AAPL')"
    }
  },
  "type": "object",
  "required": [
    "ticker"
  ],
  "title": "SingleAssetRequest",
  "description": "Requête pour un seul actif"
}

Responses

200AdvancedMetricsResponse

Successful Response

Schema
{
  "properties": {
    "ticker": {
      "type": "string",
      "title": "Ticker"
    },
    "beta": {
      "type": "number",
      "title": "Beta",
      "description": "Beta vs benchmark"
    },
    "alpha": {
      "type": "number",
      "title": "Alpha",
      "description": "Alpha (surperformance)"
    },
    "sharpe_ratio": {
      "type": "number",
      "title": "Sharpe Ratio",
      "description": "Ratio de Sharpe"
    },
    "sortino_ratio": {
      "anyOf": [
        {
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "title": "Sortino Ratio",
      "description": "Ratio de Sortino"
    },
    "tracking_error": {
      "type": "number",
      "title": "Tracking Error",
      "description": "Erreur de suivi"
    },
    "information_ratio": {
      "type": "number",
      "title": "Information Ratio",
      "description": "Ratio d'information"
    },
    "correlation_benchmark": {
      "anyOf": [
        {
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "title": "Correlation Benchmark",
      "description": "Corrélation avec le benchmark"
    }
  },
  "type": "object",
  "required": [
    "ticker",
    "beta",
    "alpha",
    "sharpe_ratio",
    "tracking_error",
    "information_ratio"
  ],
  "title": "AdvancedMetricsResponse",
  "description": "Métriques avancées d'un actif"
}
422HTTPValidationError

Validation Error

Schema
{
  "properties": {
    "detail": {
      "items": {
        "properties": {
          "loc": {
            "items": {
              "anyOf": [
                {
                  "type": "string"
                },
                {
                  "type": "integer"
                }
              ]
            },
            "type": "array",
            "title": "Location"
          },
          "msg": {
            "type": "string",
            "title": "Message"
          },
          "type": {
            "type": "string",
            "title": "Error Type"
          }
        },
        "type": "object",
        "required": [
          "loc",
          "msg",
          "type"
        ],
        "title": "ValidationError"
      },
      "type": "array",
      "title": "Detail"
    }
  },
  "type": "object",
  "title": "HTTPValidationError"
}

Primary schema:

AdvancedMetricsResponse

View primary schema details
{
  "properties": {
    "ticker": {
      "type": "string",
      "title": "Ticker"
    },
    "beta": {
      "type": "number",
      "title": "Beta",
      "description": "Beta vs benchmark"
    },
    "alpha": {
      "type": "number",
      "title": "Alpha",
      "description": "Alpha (surperformance)"
    },
    "sharpe_ratio": {
      "type": "number",
      "title": "Sharpe Ratio",
      "description": "Ratio de Sharpe"
    },
    "sortino_ratio": {
      "anyOf": [
        {
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "title": "Sortino Ratio",
      "description": "Ratio de Sortino"
    },
    "tracking_error": {
      "type": "number",
      "title": "Tracking Error",
      "description": "Erreur de suivi"
    },
    "information_ratio": {
      "type": "number",
      "title": "Information Ratio",
      "description": "Ratio d'information"
    },
    "correlation_benchmark": {
      "anyOf": [
        {
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "title": "Correlation Benchmark",
      "description": "Corrélation avec le benchmark"
    }
  },
  "type": "object",
  "required": [
    "ticker",
    "beta",
    "alpha",
    "sharpe_ratio",
    "tracking_error",
    "information_ratio"
  ],
  "title": "AdvancedMetricsResponse",
  "description": "Métriques avancées d'un actif"
}