Sharpe Ratio Calculator

Sharpe Ratio Calculator
Actual Return of the Portfolio (%):
Risk-free Rate of Return (%):
Standard Deviation of the Portfolio (%):
loading...
Thank us with a "Like":
Need multiple calculators?
We offer bulk pricing on orders over 10 calculators. Contact Us
Not what you're looking for?
Get your own custom-built calculator. Contact Us

Get this calculator for your site:

Basic
Calculations - 100/month. Required link back.

or

Customize
Calculations - unlimited. Customizable. No link.

Sharpe Ratio Formula:

Sharp Ratio = (actual return - risk-free return) / standard deviation

Sharpe Ratio Definition

This online Sharpe Ratio Calculator makes it ultra easy to calculate the Sharpe Ratio. The Sharpe Ratio is a commonly used investment ratio that is often used to measure the added performance that a fund manager is said to account for.

Technically, the Sharpe Ratio is a risk-adjusted measure of the excess return brought to an investment portfolio and how efficient it is on a risk/reward per unit basis. William F. Sharpe invented the Sharpe Ratio in 1966. The higher the Sharpe Ratio the better. Also, be sure and check out one of our related financial calculators – the Treynor Ratio Calculator.

How to Calculate Sharpe Ratio

Let's be honest - sometimes the best sharpe ratio calculator is the one that is easy to use and doesn't require us to even know what the sharpe ratio formula is in the first place! But if you want to know the exact formula for calculating sharpe ratio then please check out the "Formula" box above.

Add a Free Sharpe Ratio Calculator Widget to Your Site!

You can get a free online sharpe ratio calculator for your website and you don't even have to download the sharpe ratio calculator - you can just copy and paste! The sharpe ratio calculator exactly as you see it above is 100% free for you to use. If you want to customize the colors, size, and more to better fit your site, then pricing starts at just $29.99 for a one time purchase. Click the "Customize" button above to learn more!