Sharpe Ratio Calculator – (Risk-adjusted returns)

Sharpe Ratio Calculator

1. Portfolio / Asset Data

Portfolio Returns (%):

Enter comma-separated percentage returns (e.g., for 5%, enter 5).

Display Currency (for returns): USD ($) EUR (€) GBP (£) JPY (¥) INR (₹) % (Percentage Only)

Sharpe Ratio is unitless. This is for display context if returns represent monetary changes.

2. Risk-Free Rate & Period

Risk-Free Rate (% per period):

Enter a single average rate, or a comma-separated series matching portfolio returns. Use same period as returns.

Return Period: Monthly Daily Annual Weekly

Select the time period of your input returns for correct annualization.

3. Actions

Calculation Results

Input Portfolio Returns: -

Input Risk-Free Rate(s): -

Number of Periods: -

Average Portfolio Return (per period): -

Average Risk-Free Rate (per period): -

Average Excess Return (per period): -

Standard Deviation of Excess Returns (per period): -

Annualization Factor Used: -

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Calculated Sharpe Ratio (Annualized): -