GuideAPI Doc

Performance

Evaluates asset performance and investor returns over time.

Overview
Performance metrics quantify profitability, volatility-adjusted returns, and long-term growth.
They provide investors with insight into momentum, drawdowns, and compounding efficiency.

Interpretation

  • 📈 Rising ROI → strong market performance.

  • 📉 High drawdown → market correction or consolidation.

  • 📊 High Sharpe Ratio → strong risk-adjusted performance.

Formulas (Latex Function format)

R O I t = P r i c e t − P r i c e 0 P r i c e 0 × 100 ROI_{t} = \frac{Price_{t} - Price_{0}}{Price_{0}} \times 100
D r a w d o w n = P r i c e t − P r i c e A T H P r i c e A T H × 100 Drawdown = \frac{Price_{t} - Price_{ATH}}{Price_{ATH}} \times 100
S h a r p e   R a t i o = R a s s e t − R r i s k f r e e σ a s s e t Sharpe\ Ratio = \frac{R_{asset} - R_{riskfree}}{\sigma_{asset}}
C A G R = ( P r i c e e n d P r i c e s t a r t ) 1 n − 1 CAGR = \left(\frac{Price_{end}}{Price_{start}}\right)^{\frac{1}{n}} - 1

Signal
Momentum-based metrics identify accumulation, trend reversal, and exhaustion points.

Insights
Performance indicators provide a clear view of historical growth and future potential, especially when used alongside volatility and valuation ratios.

Available Metrics