{
  "tool_id": "deflated-sharpe-ratio",
  "slug": "deflated-sharpe-ratio",
  "path": "/deflated-sharpe-ratio/",
  "mode": "client_side",
  "usage": "Client-side calculator. Open https://aifinhub.io/deflated-sharpe-ratio/ and fill in the inputs; results render in-browser.",
  "methodology": "https://aifinhub.io/methodology/deflated-sharpe-ratio/",
  "sample_input": {
    "tool": "deflated-sharpe-ratio",
    "observed_sr": 1.5,
    "n": 252,
    "skew": -0.4,
    "kurt": 3,
    "num_trials": 100,
    "periods_per_year": 252
  },
  "input_schema": {
    "type": "object",
    "properties": {
      "tool": {
        "type": "string"
      },
      "observed_sr": {
        "type": "number"
      },
      "n": {
        "type": "number"
      },
      "skew": {
        "type": "number"
      },
      "kurt": {
        "type": "number"
      },
      "num_trials": {
        "type": "number"
      },
      "periods_per_year": {
        "type": "number"
      }
    },
    "required": [
      "tool",
      "observed_sr",
      "n",
      "skew",
      "kurt",
      "num_trials",
      "periods_per_year"
    ]
  },
  "output_schema": {
    "type": "object",
    "properties": {
      "deflated_sr": {
        "type": "number"
      },
      "psr": {
        "type": "number"
      },
      "max_expected_sr": {
        "type": "number"
      },
      "z_statistic": {
        "type": "number"
      }
    }
  }
}