Investment Strategy Sharpe Ratio Calculator
Evaluate an investment strategy using the Sharpe ratio — excess return above the risk-free rate divided by portfolio volatility.
How to Use the Investment Strategy Sharpe Ratio Calculator
- Enter expected annual return in percent.
- Enter a risk-free rate.
- Enter annual volatility in percent.
- Click Calculate.
حالات الاستخدام
- •Comparing trading strategies.
- •Assessing actively-managed funds.
- •Personal portfolio review.
الصيغة
Sharpe = (portfolio return − risk-free rate) / volatility.
الأسئلة الشائعة
What counts as risk-free?
Short-term government debt — US T-bills, OFZ, or interbank rate are common proxies. For Russian portfolios in 2026, use the key rate minus a small margin.
How do I know volatility?
Compute the standard deviation of monthly returns and annualise by multiplying by √12.
What is a good Sharpe?
Below 1 is average, 1–2 is good, above 2 is very good, and above 3 is world-class hedge-fund territory.