Sharpe Ratio Calculator
Formula: S = (Rp - Rf) / ฯp
Rp = portfolio return, Rf = risk-free rate, ฯp = standard deviation
Interpretation:
< 1: Suboptimal | 1-2: Good | 2-3: Very Good | > 3: Excellent
Rp = portfolio return, Rf = risk-free rate, ฯp = standard deviation
Interpretation:
< 1: Suboptimal | 1-2: Good | 2-3: Very Good | > 3: Excellent