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Sharpe Ratio Calculator — result sheet
Calculate a historical Sharpe ratio from periodic returns, a same-period risk-free rate, and population standard deviation of excess returns.
Inputs used
Results
Visual chart
Breakdown
Calculation steps
Returned data table
Formula and methodology
Formula: Sharpe ratio = mean excess return ÷ population standard deviation of excess returns.
The Sharpe ratio summarizes average excess return per unit of variability. This implementation accepts a return series, subtracts the entered risk-free rate from every observation, and states that it uses population standard deviation so the denominator convention is visible.
This result follows the calculator's declared inputs, precision, validation boundaries, and model limits.
Input contract
- Periodic returns, comma-separated — decimal returns
- Risk-free rate per period — %; minimum -100; maximum 1000
Worked example
| Input | Value |
|---|---|
| Periodic returns, comma-separated | 0.02, 0.05, -0.01, 0.03, 0.00 |
| Risk-free rate per period | 1 |
The mean excess return is 0.8%, the population standard deviation is about 2.1354%, and the Sharpe ratio is about 0.3747.
Assumptions and limits
- Returns are entered as decimals, such as 0.02 for 2%, and each observation uses the same period.
- The risk-free rate is expressed for the same period as each return observation.
- The ratio is descriptive of the supplied series; annualization, autocorrelation, fees, skewness, and forward-looking claims are outside this basic model.
Calculator note
Source and methodology
Use the official WorldCalculate methodology policy for the source, formula, precision, and boundary standards behind this calculator.
Planning estimate, not financial, medical, legal, or professional advice. © WorldCalculate — reuse with attribution. Built and curated by Hassan ALRowaie.
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