Positive Sharpe indicates return above the risk-free rate per unit of volatility. Outliers matter—clean your inputs.
Results
Annual Return
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Annual Volatility
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Sharpe Ratio
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Observations
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Risk-Free Rate
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Skew Estimate
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Return Series vs Risk-Free
Bars show each period’s return. Dashed line = risk-free equivalent per period.
| Period | Return (%) | Excess vs RF (%) |
|---|