Sharpe Ratio is a measure for calculating risk-adjusted return, and this ratio has become the industry standard for such calculations is calculated using Sharpe Ratio = (Expected Portfolio Return-Risk Free Rate)/Portfolio Standard Deviation. To calculate Sharpe Ratio, you need Expected Portfolio Return (Rp), Risk Free Rate (Rf) & Portfolio Standard Deviation (σp). With our tool, you need to enter the respective value for Expected Portfolio Return, Risk Free Rate & Portfolio Standard Deviation and hit the calculate button. You can also select the units (if any) for Input(s) and the Output as well.