Risk-Adjusted Ratios
Sharpe Ratio Calculator
Measure excess return per unit of volatility from annual figures or a series of returns.
12% return · 2% Rf · 8% σ → 1.25
Risk-Adjusted Ratios calculators
Return alone is meaningless without the risk taken to earn it. These ratios put returns from different strategies and portfolios on equal footing.
Risk-Adjusted Ratios calculators
Risk-Adjusted Ratios
Sortino Ratio Calculator
Risk-adjusted return that only penalises downside volatility below your target return.
Monthly returns · target 0% → Sortino vs Sharpe
Risk-Adjusted Ratios
Information Ratio Calculator
Measure how consistently a portfolio beats its benchmark relative to tracking error.
Portfolio vs benchmark → IR & tracking error
Risk-Adjusted Ratios
Treynor Ratio Calculator
Excess return per unit of market risk (beta) for diversified portfolios.
12% · Rf 2% · β 1.2 → 0.0833
What each risk-adjusted ratios calculator measures
- Sharpe Ratio Calculator — Measure excess return per unit of volatility from annual figures or a series of returns.
- Sortino Ratio Calculator — Risk-adjusted return that only penalises downside volatility below your target return.
- Information Ratio Calculator — Measure how consistently a portfolio beats its benchmark relative to tracking error.
- Treynor Ratio Calculator — Excess return per unit of market risk (beta) for diversified portfolios.
For the theory behind these formulas, see Efficiency metrics on Trading Metrics .