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Show HN: Sharpe Ratio Calculation Tool

(www.fundratios.com)
23 points navquant | 2 comments | 29 Jun 25 17:38 UTC | HN request time: 0.502s | source

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?
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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 #
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 #
1. 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 #
2. navquant ◴[30 Jun 25 07:55 UTC] No.44420617[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.