Sharpe Ratio Calculator

Measure risk-adjusted portfolio performance using the Sharpe Ratio.

Portfolio Risk Metrics

% p.a.
% p.a.
%

Sharpe Ratio Rating

0.00

Good

A
Sharpe Ratio
0.00(Portfolio Return − Risk-Free) ÷ Std Dev
Excess Return
0.00%18% − 7% (risk-free)
Interpretation
GoodGood return relative to risk taken

Sharpe Ratio Scale

< 0 Poor0–1 Acceptable1–2 Good> 2 Excellent

Sharpe Ratio = (Portfolio Return − Risk-Free Rate) / Std Deviation

= (18% − 7%) / 12% = 0.000

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About Sharpe Ratio Calculator

Measure risk-adjusted portfolio performance using the Sharpe Ratio. Use this free calculator to make informed financial decisions. All calculations are performed instantly in your browser — no login required, no data stored.

Related Topics

sharpe ratiorisk adjusted returnportfolio performance

Frequently Asked Questions

How accurate is this calculator?

This calculator uses standard financial formulas and is designed for educational and planning purposes. For precise financial advice, please consult a certified financial planner.

Is my data saved or stored?

No. All calculations happen entirely in your browser. We do not store, transmit, or log any of the values you enter.

Can I share the results?

Yes! Use the Share buttons above to send this calculator via WhatsApp, Twitter/X, or copy the link. You can also print the results using the Print button.