Calculator
Risk-Adjusted Returns Calculator
Returns CSV → Sharpe, Sortino, Calmar, Omega, alpha, beta, tracking error, information ratio, max drawdown, tail moments. Runs in your browser. Free.
- Inputs
- Form inputs / CSV
- Runtime
- Instant
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Upload a returns CSV
Long format: date,strategy,benchmark (benchmark optional). Returns interpreted as simple daily returns. Annualization uses √252. Computation is entirely client-side; nothing is uploaded.
What this tool computes
Standard risk-adjusted performance metrics for a daily returns series. Load the synthetic demo for a walk-through or upload your own strategy + optional benchmark columns. Everything runs in your browser; nothing is uploaded.
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