Risk & Volatility (Sharpe, Sortino, Drawdowns, Recovery & VaR)
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Risk & Volatility (Sharpe, Sortino, Drawdowns, Recovery & VaR)
Institutional quantitative risk analytics for Stocks, ETFs, Crypto, Forex, and Indices: Annualized Sharpe & Sortino ratios, Maximum Drawdown depth and recovery timelines, 1-year rolling Sharpe series, return skewness/kurtosis, and Value at Risk (VaR / CVaR).