Local · return, rate, and volatility
Sharpe
The ratio is the return minus the risk-free rate, divided by volatility. All three are percents you type. This page does not read a fund and does not promise a future ratio.
About this desk
- What you use it for
- Type a return, a risk-free rate, and a volatility, each as a percent.
- What the numbers are
- The ratio is the return minus the risk-free rate, divided by the volatility. Excess is the return minus the risk-free rate.
- What it leaves out
- The three inputs are yours. The page does not read a fund, and a ratio is not a promise of a future result.
Every desk is introduced the same way on the desk list.