Measure risk-adjusted returns with precision. Make smarter investment decisions with our professional-grade Sharpe ratio calculator.
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The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk.
Rp = Return of portfolio
Rf = Risk-free rate
σp = Standard deviation of portfolio
This formula helps investors understand whether a portfolio's returns are due to smart investment decisions or excessive risk. A higher Sharpe ratio indicates better risk-adjusted performance.
Compare investments fairly by accounting for the risk taken to achieve returns.
Identify funds that provide the best return per unit of risk taken.
Make data-driven choices about which funds deserve your capital.
Everything you need to know about the Sharpe ratio and our calculator.
The Sharpe ratio uses the risk-free rate as the baseline return. Typically, this is the yield on government treasury bills or bonds (like 3-month or 10-year Treasury rates). Our tool automatically uses the up to date Secured Overnight Financing Rate (SOFR).
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