Sharpe Ratio Calculator
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Formula: Sharpe Ratio = (Rp − Rf) / σp
Measures expected excess return per unit of volatility.
Calculator Inputs
Portfolio Asset Allocation:
Ticker Dollar Amount ($)
Sharpe Ratio Output
Portfolio Sharpe Ratio: --
Enter tickers and click Calculate
Expected Return (Rp): --
Volatility (σp): --
Risk-Free Rate (Rf): 3M T-Bill
Interpreting the Value
< 1.0
1.0 – 1.99
2.0 – 2.99
≥ 3.0
0.0 1.0 2.0 3.0 4.0+
< 1.0 Sub-optimal

Excess return fails to justify portfolio risk.

1.0 – 1.99 Good

Solid return with healthy diversification.

2.0 – 2.99 Very Good

Superior performance double the volatility.

≥ 3.0 Excellent

Exceptional return per unit of risk.

Status: Ready
Benchmark: 3-Month T-Bill (^IRX)