Enter 3 values below

% <-- RoA
% <-- Risk Free
<-- σ
  

How does the Sharpe Ratio Calculator work?
Free Sharpe Ratio Calculator - Calculates the Sharpe ratio given return on assets, risk free rate, and standard deviation
This calculator has 3 inputs.

What 1 formula is used for the Sharpe Ratio Calculator?

Sharpe Ratio = (Ra - Rf)/σ

For more math formulas, check out our Formula Dossier
What 4 concepts are covered in the Sharpe Ratio Calculator?
expected return
amount of profit or loss an investor anticipates on an investment
risk free rate
the rate of return offered by an investment that carries zero risk
sharpe ratio
measures the excess return (or risk premium) per unit of deviation in an risky investment
(Return on Assets - Risk Free Rate)/Standard Deviation
standard deviation
a measure of the amount of variation or dispersion of a set of values. The square root of variance



Sharpe Ratio Calculator Video