Excess Return to Total Volatility Ratio
Compare extra return above risk-free return with total return volatility.
Your numbers
Sharpe-ratio value
Na educational estimate wey use your assumptions; no live rates, tax rules or investment recommendations. Returns fit negative, and dem no get guarantee. Use return periods wey match. Dis no annualize or estimate volatility from prices.
Compare scenarios
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Formula
Use S = (R−F)/σ. R na period return, F na risk-free return, and σ na volatility. All three inputs must use the same period and consistent rate units.
Compare extra return above risk-free return with total return volatility.
Example wey show the calculation
- Return for the period (%)
- 10
- Risk-free return for the same period (%)
- 2
- Volatility for the same period (%)
- 16
- Sharpe-ratio value
- 0.5
Where e fit work and limits
Na educational estimate wey use your assumptions; no live rates, tax rules or investment recommendations. Returns fit negative, and dem no get guarantee. Use return periods wey match. Dis no annualize or estimate volatility from prices.
We check inputs for missing values and allowed ranges. Result wey pass the finite numeric range no go show. Rounding affect wetin display, while calculation use the model numeric precision.
Check your units and assumptions before you rely on result. Changing label no convert currency or physical unit.
Version of di formula: 4003e4b175ca · Example don get check: