Sharpe Ratio Calculator
Calculate the Sharpe ratio to measure risk-adjusted portfolio performance.
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Sharpe Ratio
—Sharpe Ratio
Excess Return—
Rating—
Sharpe Ratio Formula
Sharpe = (Rp − Rf) / σp. Where Rp = portfolio return, Rf = risk-free rate, σp = standard deviation. Above 1.0 is good, above 2.0 is very good.