Free Sharpe & Sortino Ratio Calculator Online
Measure risk-adjusted investment performance, distinguishing total volatility (Sharpe) from harmful downside risk (Sortino). — 100% free online utility, zero sign-up, zero paywalls, and private client-side processing.
How It Works
Enter Portfolio Annual Return
Input your actual or backtested compound annual return percentage.
Set Risk-Free Rate
Enter current 3-month Treasury yield or government bond rate (e.g. 4.5%).
Input Volatility Deviations
Enter standard deviation of total returns and downside deviation for negative periods only.
Compare Ratios
Evaluate your Sharpe and Sortino scores against institutional benchmarks.
Frequently Asked Questions
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