Sharpe & Information Ratio Calculator

Calculate Sharpe ratio, Sortino ratio, and Information ratio for investment portfolios. Also compute annualized return, volatility, and Treynor ratio from daily, monthly, or annual return series.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Calculate Sharpe ratio, Sortino ratio, and Information ratio for investment portfolios. Also compute annualized return, volatility, and Treynor ratio from daily, monthly, or annual return series

Each component has a specific meaning:

  • Daily — The daily recorded for the scenario being assessed.
  • Monthly — The monthly recorded for the scenario being assessed.
  • Or annual return series — The or annual return series recorded for the scenario being assessed.

Note: Interpret the sharpe ratio result against the thresholds and context described above.

How to Use

Enter the daily, monthly, or annual return series for the scenario you are assessing. Calculate Sharpe ratio, Sortino ratio, and Information ratio for investment portfolios. Also compute annualized return, volatility, and Treynor ratio from daily, monthly, or annual return series. Use the sharpe ratio result to inform your calculation.

Frequently Asked Questions