Historical Sharpe Ratio (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sharpe Ratio (5Y) Data

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Date Value

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Excel Add-In Codes

View Historical Sharpe Ratio (5Y) Excel Add-In Codes
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Metric Code: historical_sharpe_5y
Latest Data Point: =YCP("M:FR00140095O2", "historical_sharpe_5y")
Last 5 Data Points: =YCS("M:FR00140095O2", "historical_sharpe_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.