Sharpe Ratio

Note: JavaScript is disabled. Formula:
Sharpe Ratio = (Expected Return - Risk Free Rate) / Standard Deviation

Sharpe Ratio 0.00

Methodology

The Sharpe Ratio measures excess return per unit of volatility. It allows allocators to determine if a portfolio's returns are due to smart investment decisions or a result of excess risk.

Ratio > 1.0 = Good
Ratio > 2.0 = Very Good
Ratio > 3.0 = Exceptional

See the theory documentation for comparisons against the Sortino and Treynor ratios.