236 articles 4 sections last published 2026-09-09 independent · no sponsored placements

Measure

Sharpe ratio

Definition

Excess return per unit of total volatility.

Formula

S = (R_p − R_f) / σ_p

How to read it

Higher is better for a given return stream. It is only comparable between series measured at the same frequency over the same window with the same risk-free proxy.

What it does not tell you

It treats upside and downside volatility identically, so a fund punished for rising sharply scores worse. It also assumes roughly symmetric returns; strategies that sell tail risk can post excellent Sharpe ratios right up until the tail arrives.

Applied in 42 articles

42

Every figure computed with this measure on this site follows the conventions set out in the methodology. All measures →