23 points navquant | 2 comments | 29 Jun 25 17:38 UTC | HN request time: 0.001s | 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?
Sharpe ratio is just the start: it gives you a metric on your portfolio. If it gave an interpretation of what that means, or give guidance on how certain actions would adjust the Sharpe, that might add a lot more value.