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Sharpe Ratio Calculator.
Calculate risk-adjusted excess return using an explicit risk-free rate.
此计算器尚未完全翻译——部分文本以英文显示。
设备端计算无需注册
01
输入数值
输入时结果会更新。
02 / 答案
Sharpe ratio: 1
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Cite this calculator
Canonical URL: https://mathify.one/zh/finance/sharpe-ratio
Cite as: Mathify. (n.d.). 计算器: Sharpe Ratio. https://mathify.one/zh/finance/sharpe-ratio
Use Cases
Evaluate investment performance
Compare different portfolios or funds by their risk-adjusted returns to identify which provides better compensation for risk.
Example: Compare two mutual funds with different returns and volatilities.
Optimize portfolio allocation
Use the Sharpe ratio to assess whether adding an asset improves the risk-return profile of your overall portfolio.
Example: Test adding a bond fund to a stock portfolio.
Frequently Asked Questions
- What is the Sharpe ratio?
- The Sharpe ratio measures risk-adjusted return by subtracting the risk-free rate from the portfolio return and dividing by volatility (standard deviation). A higher ratio indicates better return per unit of risk.
- How do I interpret the Sharpe ratio?
- Generally, a Sharpe ratio above 1 is considered good, above 2 is very good, and above 3 is excellent. A ratio below 1 may indicate that the return is not sufficient for the risk taken.
- What inputs do I need?
- You need the portfolio's expected or historical return, the risk-free rate (e.g., Treasury yield), and the portfolio's volatility (standard deviation of returns). All should be in the same time period (e.g., annual).
Tips & Common Mistakes
Tips
- Use annualized figures for return and volatility to get a comparable Sharpe ratio.
- Ensure the risk-free rate matches the time period of your return (e.g., annual risk-free rate for annual returns).
- A higher Sharpe ratio is better, but consider the consistency of returns over time.
- Use historical data but remember past performance does not guarantee future results.
Common Mistakes to Avoid
- Using different time periods for return and volatility (e.g., monthly return with annual volatility).
- Forgetting to subtract the risk-free rate from the portfolio return.
- Using nominal returns instead of real returns when inflation is significant.
Last updated: August 13, 2026