Sharpe Ratio Calculator
Risk-adjusted return: Sharpe = (Portfolio return − Risk-free rate) / Std dev of returns.
Use the Sharpe Ratio Calculator
Enter portfolio return, risk-free rate, and standard deviation of returns (all %). Sharpe ratio is calculated.
Inputs
Portfolio return, risk-free rate, and std dev of returns (all %).
Results
Sharpe ratio
0.533
Sharpe = (Portfolio return − Risk-free rate) / Std dev of returns.
How this calculator works
Sharpe = (Return − Risk-free rate) / Std dev. Use consistent period (e.g. annual).
How to interpret your results
Sharpe > 1 is good; > 2 is very good. Negative means return below risk-free.
FAQs
What is the Sharpe ratio?▾
Risk-adjusted return: (Portfolio return − Risk-free rate) / Std dev. Higher is better.
Which inputs do I need?▾
Portfolio return, risk-free rate, and standard deviation of returns (all as %).
When would I use this?▾
To compare funds or strategies on a risk-adjusted basis.
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