आर्थिक

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What is Sharpe Ratio Calculator?

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The Sharpe ratio measures risk-adjusted return by comparing excess return to volatility. Higher ratios indicate better returns per unit of risk, useful for comparing investments.

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सूत्र

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f(x)Sharpe ratio = (Portfolio return - Risk-free rate) / Standard deviation

How to Sharpe Ratio Calculator

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1Calculate average portfolio return
2Subtract risk-free rate (treasury yield)
3Divide by portfolio standard deviation (volatility)

Worked Examples

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Example 1

Given:Return: 10%, Risk-free: 2%, Volatility: 15%

परिणाम:Sharpe ≈ 0.53

(0.10 - 0.02) / 0.15

Common Mistakes to Avoid

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!Ignoring risk-free rate
!Using realized volatility instead of forward estimates

References

›Sharpe Ratio Calc — Wikipedia

📖Difficulty:Advanced

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