Sharpe Ratio Calculator
PROCalculate risk-adjusted returns from your monthly return series — paste in your trading journal data.
CFA, CMT — Chartered Financial Analyst & Chartered Market Technician
Former institutional trader with 15 years experience across equities, forex and derivatives. Now focused on financial education.
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About the Sharpe Ratio Calculator
Sharpe Ratio = (Return − Risk-Free Rate) ÷ Standard Deviation. It measures how much return you earn per unit of risk.
Use sample standard deviation (n−1). Annualise by multiplying monthly Sharpe by √12.
Reference table
Sharpe Ratio Benchmarks
| Sharpe Ratio | Rating |
|---|---|
| < 0 | Poor |
| 0 – 0.5 | Below average |
| 0.5 – 1.0 | Acceptable |
| 1.0 – 2.0 | Good |
| > 2.0 | Excellent |