learn.howToCalculate
learn.whatIsHeading
Sharpe Ratio measures risk-adjusted return: (portfolio return - risk-free rate) / volatility. Higher is better.
단계별 가이드
- 1Input portfolio return, volatility, risk-free rate
- 2Calculate Sharpe ratio
- 3Compare across portfolios/investments
풀어진 예시
입력
Portfolio 10% return, 15% volatility, 2% risk-free
결과
Sharpe = (10-2)/15 = 0.53 (decent)
> 1.0 excellent, < 0.5 poor
피해야 할 일반적인 실수
- ✕Using different risk-free rates
- ✕Not comparing portfolios with same time period
자주 묻는 질문
Is Sharpe ratio universal?
Useful but assumes normal distributions; doesn't capture tail risk well.
계산할 준비가 되셨나요? 무료 Sharpe Ratio 계산기를 사용해 보세요
직접 시도해 보세요 →