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Show HN: Sharpe Ratio Calculation Tool

(www.fundratios.com)
23 points navquant | 1 comments | 29 Jun 25 17:38 UTC | HN request time: 0.213s | 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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k2enemy ◴[30 Jun 25 00:40 UTC] No.44418009[source]▶
> Our tool automatically uses the up to date Secured Overnight Financing Rate (SOFR).

Are risk free rates matched to return dates? This makes it sound like the tool uses a single risk free rate for all excess return calculations.

replies(1): >>44420637 #
1. navquant ◴[30 Jun 25 07:57 UTC] No.44420637[source]▶
It does not use a single risk free rate for all excess return calculations, but rather matches each return with the risk free rate of the day.