夏普比率（风险调整后收益）计算器
根据 S = (R_p - R_f) / σ_p 测算年化夏普比率、投资组合收益率 R_p、无风险利率 R_f 或年化波动率 σ_p。
Excess return per unit of total volatility
Annualized portfolio return in percent
Annualized Treasury bill / risk-free yield in percent
Annualized standard deviation of returns in percent
分步代入计算过程
Nobel laureate William Sharpe's ratio measures excess portfolio return over the risk-free rate (R_p - R_f) per unit of annualized return standard deviation σ_p: S = (R_p - R_f) / σ_p.
常见参考标准值
~6% equity risk premium over ~15% annual volatility
Strong diversification across uncorrelated strategies
Low directional market beta exposure
20 行数值对照表
Annualized Sharpe Ratio (S) · Expected Portfolio Return (R_p (%))
| # | Expected Portfolio Return (R_p (%)) | Annualized Sharpe Ratio (S) | Δ % |
|---|---|---|---|
| 01 | -2.175 | -0.425 | -177.27% |
| 02 | -0.464474 | -0.310965 | -156.54% |
| 03 | 1.2461 | -0.19693 | -135.81% |
| 04 | 2.9566 | -0.082895 | -115.07% |
| 05 | 4.6671 | 0.03114 | -94.34% |
| 06 | 6.3776 | 0.145175 | -73.60% |
| 07 | 8.0882 | 0.259211 | -52.87% |
| 08 | 9.7987 | 0.373246 | -32.14% |
| 09 | 11.5092 | 0.487281 | -11.40% |
| 10 | 12.45 当前 | 0.55 | 0.00% |
| 11 | 14.9303 | 0.715351 | +30.06% |
| 12 | 16.6408 | 0.829386 | +50.80% |
| 13 | 18.3513 | 0.943421 | +71.53% |
| 14 | 20.0618 | 1.0575 | +92.26% |
| 15 | 21.7724 | 1.1715 | +113.00% |
| 16 | 23.4829 | 1.2855 | +133.73% |
| 17 | 25.1934 | 1.3996 | +154.47% |
| 18 | 26.9039 | 1.5136 | +175.20% |
| 19 | 28.6145 | 1.6276 | +195.93% |
| 20 | 30.325 | 1.7417 | +216.67% |
常见问题解答 (FAQ)
如何使用在线 夏普比率（风险调整后收益）计算器 工具？+
输入已知参数或拖动滑块，即可在浏览器中实时计算并可视化 夏普比率（风险调整后收益）计算器（基于关系式 S = (R_p - R_f) / σ_p）。根据 S = (R_p - R_f) / σ_p 测算年化夏普比率、投资组合收益率 R_p、无风险利率 R_f 或年化波动率 σ_p。
可以导出或打印 夏普比率（风险调整后收益）计算器 的结果吗？+
可以。支持一键复制数据、打印计算工作表或导出高清 SVG、PNG 和 CSV 文件。
我可以清空 夏普比率（风险调整后收益）计算器 中的示例数据并从空白状态开始吗？+
可以。点击工具顶部的“清空 / 空白开始”按钮即可重置所有输入项，随时也可一键重新加载示例数据。