Sharpe Ratio Calculator
Sharpe Ratio: a planned Super Calculator tool. Covers portfolio return (%). Stub page: the tool, its formula and a worked example are not published yet.
Sharpe Ratio Calculator is a planned calculator in the finance section of Super Calculator, covering investing and portfolio.
What this calculator will compute
Inputs: portfolio return (%), risk free rate (%), volatility (%) and period frequency.
Outputs: Sharpe ratio, annualized Sharpe ratio and excess return (%).
Formula, recorded as scope and not yet verified against a primary source: Sharpe = (Rp - Rf) / sigma_p, using the same periodicity throughout and annualized by multiplying the excess return by the number of periods and the volatility by the square root of that number. The square root scaling assumes independent returns, which fails for serially correlated strategies.
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.