Sharpe Ratio Quick Specs
This implementation computes per-period returns from your chosen source and timeframe, subtracts a per-period risk-free hurdle derived from your annual input, and summarizes reward vs. variability over a configurable lookback.
You can smooth the line with a light EMA and read it against well-known guideposts (0, 0.5, 1, 2, 3) with a right-edge label for quick checks.
Last updated 5 months ago
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