Sharpe Ratio Calculator
Calculate Sharpe ratio, Sortino ratio, and other risk-adjusted performance metrics.
Important Financial Disclaimer
This calculator provides estimates based on standard financial formulas from verified references. Results are for informational and educational purposes only and should not be considered as professional financial, investment, or tax advice.
For important financial decisions such as loans, investments, mortgages, retirement planning, or tax matters, please consult with qualified financial advisors, certified financial planners, or licensed tax professionals who can review your specific situation.
Calculations may not account for all variables specific to your circumstances, local regulations, or current market conditions. Always verify results and consult professionals before making financial commitments.
Not a substitute for professional financial advice
Performance Data
For Information Ratio
Sharpe Ratio: Measures excess return per unit of risk. Higher is better. Ratios > 1 are generally considered good.
Sharpe Ratio
0.600
Acceptable
Risk-Adjusted Metrics
Return Analysis
Interpretation: Sharpe < 0 = poor, 0-1 = acceptable, 1-2 = good, > 2 = excellent risk-adjusted returns.
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