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Show HN: Sharpe Ratio Calculation Tool

(www.fundratios.com)
23 points navquant | 6 comments | 29 Jun 25 17:38 UTC | HN request time: 0.808s | source | bottom

I built a simple but effective Sharpe Ratio calculator that gives the full historical variation of it. Should I add other rations like Calmar and Sortino?
1. ProjectArcturis ◴[29 Jun 25 20:25 UTC] No.44416129[source]▶
Who is the intended user for this? Pretty much anyone can calculate a mean and standard deviation without a bespoke website.
replies(2): >>44416200 #>>44418021 #
2. motoxpro ◴[29 Jun 25 20:32 UTC] No.44416200[source]▶
Yeah, what is a "professional grade" sharpe ratio compared to a shape ratio
replies(2): >>44416473 #>>44420748 #
3. tripplyons ◴[29 Jun 25 21:14 UTC] No.44416473[source]▶
I think professional-grade is referring to their calculator not the statistic. I don't see what would make this site better than throwing your CSV into a spreadsheet or a simple script that would make it considered professional-grade.
replies(1): >>44420617 #
4. k2enemy ◴[30 Jun 25 00:42 UTC] No.44418021[source]▶
I was wondering too. If someone is sophisticated enough to have their return data in a CSV, calculating a Sharpe ratio is trivial. The hard part is already done.
5. navquant ◴[30 Jun 25 07:55 UTC] No.44420617{3}[source]▶
One of the benefits is that the risk free rate is kept up to date on a daily basis. The calculation matches for each day the actual risk free rate, rather than just using the latest available value.
6. blitzar ◴[30 Jun 25 08:16 UTC] No.44420748[source]▶
> professional grade

vibe coded - I dont know where in the training set the Ai learnt to call everything "professional", maybe too much linkedin cringe in the dataset but it picked up the habbit and it stuck.

Just yesterday I told Claude “If you have to say it, it's probably not true” - it of course told me I am right.