Sharpe Ratio in Investment Formulas

Sharpe Ratio is a measure for calculating risk-adjusted return, and this ratio has become the industry standard for such calculations. And is denoted by SR.

Formulas to find Sharpe Ratio in Investment

fxSharpe RatioGo

List of variables in Investment formulas

fx Expected Portfolio Return Go

fx Risk Free Rate Go

fx Portfolio Standard Deviation Go

FAQ

What is the Sharpe Ratio?

Sharpe Ratio is a measure for calculating risk-adjusted return, and this ratio has become the industry standard for such calculations.

Can the Sharpe Ratio be negative?

{YesorNo}, the Sharpe Ratio, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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