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Tables
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Widgets
Sharpe Ratio
Created OnFebruary 18, 2021
Last Updated OnSeptember 2, 2025
byMilan
The Sharpe Ratio is a measure of the risk-adjusted return of an investment.
- r = average monthly return
- rrf = risk-free return (by default, we use 0% per year for all time periods)
- σ = standard deviation of the monthly returns over the same period
For the annualized Sharpe Ratio, the monthly Sharpe Ratio is multiplied by the square root of 12.
The Sharpe Ratio can be calculated on a daily, monthly, or quarterly basis, or over different periods such as 3 or 6 months, or 1–10 years.
Available risk-free return rates
The ratio can be calculated using the following risk-free return rates:
- Sharpe Ratio 0% (default)
- Sharpe Ratio 1%
- Sharpe Ratio 1.5%
- Sharpe Ratio (3-Month T-Bill)
- Sharpe Ratio (10-Year T-Note)
- Sharpe Ratio (30-Year T-Bond)
It’s also possible to calculate the statistics using the following rates: U.S. 3 Month Treasury Bill, U.S. 1 Year Treasury Bill, U.S. Treasury Yield 10 Years, U.S. Treasury Yield 30 Years.
* 0% risk-free rate of return is used for all time periods by default.
How we can yse the US 3 MOnth Treasury ?
Hi Luis, please use the “edit settings” icon to access all available rates. See screenshots below for more information.
https://www.fundpeak.com/FpImg/yW2tQMPLWc.png https://www.fundpeak.com/FpImg/woD3fTVcc5.png