Catalog / Investment / Sharpe Ratio Calculator
Investment · Tool

Sharpe Ratio Calculator

Calculate risk-adjusted returns using Sharpe ratio.

Portfolio return
%
Risk-free rate
%
Std deviation
%
Time period
Excess return0.00%
Risk per unit0.00%

The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. Higher is better.

Sharpe Ratio
0.000
Calculating...
Bench: < 0 Poor | 0-1 Good | 1-2 Very Good | > 2 Excellent
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