Trading Metrics APIs (Coming Soon)

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Propellyr platform offers the most comprehensive APIs for Portfolio Optimization and Risk Management. Based on historical data for over 1000+ digital assets it leverages the Modern Portfolio Theory framework for portfolio optimization and trading strategies. Below are the key metrics which the platform offers:

Metrics	Description
Expected Return	The expected return is the average return that an asset is expected to generate over a period of time. It is a key metric used in portfolio optimization to evaluate the potential return of a portfolio
Standard Deviation	Standard deviation is a measure of how much the returns of an asset or portfolio vary from its expected return. It is used as a measure of risk in portfolio optimization
Sharpe Ratio	The Sharpe Ratio is a metric that measures the excess return of a portfolio compared to a risk-free asset per unit of risk. It is used to evaluate the risk-adjusted performance of a portfolio
Beta	Beta is a measure of an asset's volatility compared to the overall market. It is used to assess the systematic risk of a portfolio
Maximum Drawdown	Maximum drawdown is the maximum percentage decline from a portfolio's peak value to its lowest value. It is used to evaluate the downside risk of a portfolio
Sortino Ratio	The Sortino Ratio is similar to the Sharpe Ratio but uses the downside deviation instead of the standard deviation. It is used to evaluate the risk-adjusted performance of a portfolio, with a focus on minimizing downside risk
Treynor Ratio	The Treynor Ratio is similar to the Sharpe Ratio but uses beta instead of standard deviation to measure risk. It is used to evaluate the risk-adjusted performance of a portfolio, with a focus on market risk
Information Ratio	The Information Ratio is a metric that measures the excess return of a portfolio compared to a benchmark per unit of active risk. It is used to evaluate the performance of a portfolio manager relative to a benchmark
Tracking Error	Tracking error is a measure of the deviation of a portfolio's returns from its benchmark's returns. It is used to evaluate the effectiveness of a portfolio's management
Alpha	Alpha is a measure of an asset's or portfolio's performance compared to its benchmark. It is used to evaluate the performance of a portfolio manager in generating returns that are independent of market movements.