Sharpe Ratio Calculator
Paste a series of returns. We annualise based on the frequency you choose and compare to your risk-free rate.
How is this used at Aksoy Capital?
Sharpe is one of the validation metrics in our walk-forward backtest. We require any chromosome (strategy candidate) to clear a minimum Sharpe vs SPY buy-and-hold during 36-month training windows, validated on rolling 12-month out-of-sample windows. See methodology →
Aksoy Capital is not a Registered Investment Adviser. This calculator is educational; results depend entirely on the returns you paste and are not a recommendation.