Sharpe Ratio Calculator
Measure your strategy's risk-adjusted performance using the Sharpe Ratio. Enter your returns, risk-free rate, and frequency to see your annualized Sharpe Ratio.
Enter periodic returns as percentages (e.g. 1.2 = 1.2%), separated by commas or new lines
%
Use your benchmark risk-free rate (e.g. T-bills)
Select the frequency of your return data
Enter your return series, risk-free rate, and frequency, then click Calculate Sharpe Ratio to see your risk-adjusted performance metrics.
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Sharpe Ratio Formula
Excess Return = Return - Risk-free Rate
Sharpe (periodic) = Mean Excess Return / Volatility
Sharpe (annual) = Sharpe (periodic) × √(periods per year)
Where volatility = sample standard deviation of returns