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Shipwright Studio · Lab

Sharpe Calculator

Sharpe Calculator is a free online tool that computes risk-adjusted return ratios from a pasted series of monthly returns or prices — annualised Sharpe and Sortino, max drawdown, volatility, CAGR and win rate — and charts the equity curve with drawdowns shaded. Everything runs locally in your browser; nothing is uploaded.

Your returns series

Numbers with |x| ≥ 1 are read as %; the rest as decimals.
Used as the benchmark for Sharpe & Sortino (monthly = annual ÷ 12).

Risk-adjusted metrics

Paste a returns series above, or load the sample data, to compute the metrics.

Equity curve

The chart appears once your series is computed — drawdowns shaded in red.

Educational tool only — not financial advice.