{
  "tool_id": "risk-adjusted-returns",
  "slug": "risk-adjusted-returns",
  "path": "/risk-adjusted-returns/",
  "mode": "client_side",
  "usage": "Client-side calculator. Open https://aifinhub.io/risk-adjusted-returns/ and paste a returns CSV. Sharpe/Sortino/Calmar/Omega/alpha/beta/IR are computed in-browser.",
  "methodology": "https://aifinhub.io/methodology/risk-adjusted-returns/",
  "sample_input": {
    "tool": "risk-adjusted-returns",
    "risk_free_annual": 0,
    "returns": [
      0.01,
      0.02,
      -0.005,
      0.015,
      -0.01
    ],
    "benchmark": [
      0.01,
      0.02,
      -0.005,
      0.015,
      -0.01
    ]
  },
  "input_schema": {
    "type": "object",
    "properties": {
      "tool": {
        "type": "string"
      },
      "risk_free_annual": {
        "type": "number"
      },
      "returns": {
        "type": "array",
        "items": {
          "type": "number"
        }
      },
      "benchmark": {
        "type": "array",
        "items": {
          "type": "number"
        }
      }
    },
    "required": [
      "tool",
      "risk_free_annual",
      "returns",
      "benchmark"
    ]
  },
  "output_schema": {
    "type": "object",
    "properties": {
      "sharpe_ratio": {
        "type": "number"
      },
      "sortino_ratio": {
        "type": "number"
      },
      "calmar_ratio": {
        "type": "number"
      },
      "omega_ratio": {
        "type": "number"
      },
      "max_drawdown": {
        "type": "number"
      },
      "alpha_annual": {
        "type": "number"
      },
      "beta": {
        "type": "number"
      },
      "information_ratio": {
        "type": "number"
      },
      "tracking_error_annual": {
        "type": "number"
      }
    }
  }
}