[HN Gopher] Show HN: Sharpe Ratio Calculation Tool
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       Show HN: Sharpe Ratio Calculation Tool
        
       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?
        
       Author : navquant
       Score  : 15 points
       Date   : 2025-06-29 17:38 UTC (5 hours ago)
        
 (HTM) web link (www.fundratios.com)
 (TXT) w3m dump (www.fundratios.com)
        
       | ProjectArcturis wrote:
       | Who is the intended user for this? Pretty much anyone can
       | calculate a mean and standard deviation without a bespoke
       | website.
        
         | motoxpro wrote:
         | Yeah, what is a "professional grade" sharpe ratio compared to a
         | shape ratio
        
           | tripplyons wrote:
           | 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.
        
       | molsson wrote:
       | I guess this is the 1yr sharpe plotted over time, ie the sharpe
       | at date X considers the stddev within the previous 365 days etc?
       | 
       | Many brokers only show 1yr sharpe or perhaps 3yr sharpe (for
       | example swedish nordnet has 1/3/5 year sharpe:
       | https://www.nordnet.se/fonder/lista/jupiter-gold-silver-usd-...
       | )... but very often stocks/funds go steadily upwards for several
       | years in "good times" and then we have major drawdowns during
       | turmoil like 2008 or 2020 etc. In these cases, a 1yr or 3yr
       | sharpe can be very misleading.
       | 
       | Have you considered also plotting 3yr sharpe and 5yr sharpe over
       | time? Perhaps the length of the sharpe ratio would be
       | configurable in the calculator?
        
       | shabbychef wrote:
       | Probably better to give some interpretation of the achieved
       | Sharpe, to help end users interpret the results, rather than
       | curating a whole zoo of exotics that nobody understands.
        
       | thomasfl wrote:
       | How about adding a demo? A demo may even be for a made up non
       | existing fund, named Acme Fund.
        
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       (page generated 2025-06-29 23:00 UTC)