Sharpe Ratio
Enter portfolio return, risk-free rate, and standard deviation.
Sharpe ratio
0.00
Risk-adjusted return assessment
Excess return
0%
Sharpe ratio
0.00
Assessment
—
Worked example
With the default inputs shown below, this calculator returns the following results:
| Input | Value |
|---|---|
| Portfolio annual return (%) | 12% |
| Risk-free rate (%) | 5% |
| Standard deviation (%) | 15% |
| Result | Value |
|---|---|
| Sharpe ratio | 0.47 |
| Excess return | 7.0% |
| Assessment | Poor |
Values shown are produced by this page in your browser; change any input to update them.
How to use the Sharpe Ratio
- Portfolio annual return (%) — default 12%
- Risk-free rate (%) — default 5%
- Standard deviation (%) — default 15%
- Press Calculate to update the results instantly.