Sharpe Ratio Calculator
Score a portfolio's risk-adjusted return.
Result
Sharpe ratio
0.38
Sortino ratio
0.56
Verdict
mediocre
关于此工具
Type the portfolio return, risk-free rate, and portfolio standard deviation. Get the Sharpe ratio, the Sortino ratio (with downside deviation), and a rule-of-thumb verdict. Aimed at r/investing and r/portfolios comparison threads.
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