Sharpe Ratio Calculator
Calculate Sharpe ratio, Sortino ratio, and other risk-adjusted performance metrics.
Performance Data
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For Information Ratio
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Sharpe Ratio: Measures excess return per unit of risk. Higher is better. Ratios > 1 are generally considered good.
Sharpe Ratio
0.600
Acceptable
Sortino Ratio
0.857
Information Ratio
0.400
Risk-Adjusted Metrics
Sharpe Ratio0.6000
Sortino Ratio0.8571
Information Ratio0.4000
Treynor Ratio9.00%
Return Analysis
Portfolio Return12.00%
Risk-Free Rate3.00%
Excess Return9.00%
Volatility15.00%
Interpretation: Sharpe < 0 = poor, 0-1 = acceptable, 1-2 = good, > 2 = excellent risk-adjusted returns.