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Sharpe Ratio Calculator

Finance & Investment

Sharpe + Sortino + risk-adjusted return

Quick Answer

Sharpe Ratio Calculator: Sharpe + Sortino + risk-adjusted return. Sharpe Ratio Calculator uses standard finance formulas to compute accurate results instantly.

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Sharpe Ratio
0.556
Mediocre
Sharpe0.556
GradeMediocre
Sortino—

Calculation steps

  1. 1Excess return = Rp − Rf = 12% − 2% = 10%
  2. 2Sharpe = excess ÷ volatility = 10.00% ÷ 18% = 0.556
  3. 3Grade: Mediocre

Grading scale

< 0Below risk-free
0 – 1Mediocre
1 – 2Good
2 – 3Very good
> 3Excellent (beware overfit)

Reference levels

CSI 300 (long-run)0.3 – 0.6
S&P 500 (long-run)0.4 – 0.7
Bond funds1.0 – 2.5
Top active equity funds0.8 – 1.5
Buffett long-run record≈ 0.8
Sharpe assumes returns are normally distributed — it punishes upside volatility too, which is why Sortino (downside deviation only) is often fairer for asymmetric strategies. Annualize properly: daily vol × √252, monthly vol × √12. Comparing Sharpe across different sample periods or risk-free rates is meaningless; and a backtest Sharpe above 3 almost always signals overfitting.

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How to Use

  1. Enter amounts and terms: fill principal, rate and period in the Sharpe Ratio Calculator (defaults work for a quick try).
  2. Instant results: key figures and cost breakdown update live as you type.
  3. Compare scenarios: tweak any parameter to compare costs and returns across plans.
  4. Copy key numbers: one-click copy for records or sharing with your advisor.

Key Points

  • Sharpe Ratio Calculator is a free online finance tool — open and use, no sign-up.
  • All calculations run locally in your browser; your data never leaves the device.
  • Key capability: Sharpe + Sortino + risk-adjusted return.
  • Results come with formulas and reference tables so you can verify every number.

Formula & How It Works

Sharpe Ratio Calculator formula

Sharpe Ratio Calculator uses standard finance formulas to compute accurate results instantly.

FAQ

How do I use the Sharpe Ratio Calculator?
Open the page and fill in the input fields — results update automatically. Sharpe + Sortino + risk-adjusted return.
Are the results accurate?
Yes. Standard financial formulas and published rate data are used. For official figures, consult your financial institution.
Is it free? Do I need to sign up?
Completely free. No registration, login or download required.
Can I use the results for financial decisions?
Results are for reference. Consult a licensed financial advisor before major decisions.
Does it work on mobile?
Yes. Fully responsive on phones, tablets and desktops.

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Source & Updates

Based on published rate tables and standard financial formulas. Last updated: 2025-07

Authoritative sources:

Last updated:

Formulas and content on this page are reviewed by the YiJianSuan team. For reference only — official sources prevail.

Maintained and periodically reviewed by the YiJianSuan editorial team — review process in ourEditorial Policy.

Cite this page: YiJianSuan. Sharpe Ratio Calculator[EB/OL]. https://www.yijiansuan.com/en/c/finance/sharpe-ratio

Results provided by this tool are for reference only and do not constitute professional advice.