Treynor ratio — reward per systematic risk

Code-Snippets

curl "https://api.oanor.com/capm-api/v1/treynor" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/capm-api/v1/treynor", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/capm-api/v1/treynor");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/capm-api/v1/treynor",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "beta": 3.414164,
        "note": "Treynor = (asset return - risk_free) / beta, i.e. reward per unit of systematic (market) risk. Higher is better.",
        "source": "CAPM",
        "risk_free": 0.02,
        "observations": 5,
        "excess_return": 4.480542,
        "jensens_alpha": -0.587792,
        "treynor_ratio": 1.31234,
        "periods_per_year": 252,
        "asset_return_annualised": 4.500542
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:25.301Z",
        "request_id": "ff12339e-1c5a-469b-b056-93782ed6ad39"
    },
    "status": "ok",
    "message": "Treynor ratio computed",
    "success": true
}