Portfolio Metrics

Retrieves performance metrics for a portfolio.

Endpoint

GET/data/v1/portfolio_metrics/:id

Parameters

api_key string required
Your authentication key needed to make requests.

benchmark string
Benchmark for comparison. E.g. for the S&P 500 Total Return Index use ^SP500TR.

period float
Defines period of returns in years from latest available date. By default metrics provided for longest possible period available.

format string default: json
Defines return format of response. Options are json or csv. Default is json.

Example Request

cURL
curl -X GET "https://sensaai.com/data/v1/portfolio_metrics/332?api_key=API_KEY"
Python
import requests

url = "https://sensaai.com/data/v1/portfolio_metrics/332/"
params = {
 "api_key": "API_KEY"  # Replace 'API_KEY' with your actual API key
}

response = requests.get(url, params=params)

if response.status_code == 200:
 data = response.json()
 print(data)
else:
 print(f"Request failed with status code {response.status_code}")
JavaScript
const https = require('https');

const url = "https://sensaai.com/data/v1/portfolio_metrics/332/";
const params = {
api_key: "API_KEY", // Replace 'API_KEY' with your actual API key
};

const requestUrl = new URL(url);
requestUrl.search = new URLSearchParams(params);

https.get(requestUrl, (response) => {
let data = '';

response.on('data', (chunk) => {
  data += chunk;
});

response.on('end', () => {
  if (response.statusCode === 200) {
    console.log(data);
  } else {
    console.error(`Request failed with status code ${response.statusCode}`);
  }
});
});

Response

Returns a list of performance metrics if a valid portfolio ID was provided. Returns an error otherwise.

[
  {
    "metric": "Start Period",
    "Portfolio": "2012-01-03"
  },
  {
    "metric": "End Period",
    "Portfolio": "2023-10-18"
  },
  {
    "metric": "Risk-Free Rate ",
    "Portfolio": "0.0%"
  },
  {
    "metric": "Cumulative Return ",
    "Portfolio": "1,303.90%"
  },
  {
    "metric": "CAGR﹪",
    "Portfolio": "25.1%"
  },
  {
    "metric": "Sharpe",
    "Portfolio": "1.13"
  },
    ...more metrics
]
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