action portfoliooptimizer_post_portfolio_analysis_sharpe_ratio {
  label: "Sharpe Ratio"
  description: "Compute the Sharpe ratio of one or several portfolio(s) from either:\n* Portfolio assets arithmetic returns and assets covariance matrix\n* Portfolio values\n\nReferences\n* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution\n* Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Investments, Second edition, Blackwell Publishers Inc.\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/analysis/sharpe-ratio"
  encoding: json
  input: {
    type: "object"
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioSharpeRatio"]
          properties: {
            portfolioSharpeRatio: {
              type: "number"
              description: "The Sharpe ratio of the portfolio"
            }
          }
        }
      }
    }
  }
}