Sharpe Ratio Calculator

Return per unit of risk.

Sharpe ratio 0.9
Step-by-step with your numbers:
1. Values used:
2. Portfolio return = 12 %
3. Risk-free rate = 3 %
4. Standard deviation = 10 %
5. Sharpe ratio = 0.9
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Higher Sharpe = better risk-adjusted return.

FAQ

Good Sharpe?

1+ is good; 2+ is excellent.