Historical Sharpe Ratio (Since Inception) Chart

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

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Date Value
May 31, 2026 --
April 30, 2026 --
March 31, 2026 --
February 28, 2026 --
January 31, 2026 --
December 31, 2025 --
November 30, 2025 --
October 31, 2025 --
September 30, 2025 --
August 31, 2025 --
July 31, 2025 --
June 30, 2025 --
May 31, 2025 --
April 30, 2025 --
March 31, 2025 --
February 28, 2025 --
January 31, 2025 --
December 31, 2024 --
November 30, 2024 --
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
July 31, 2024 --
June 30, 2024 --
May 31, 2024 --
Date Value
April 30, 2024 --
March 31, 2024 --
February 29, 2024 --
January 31, 2024 --
December 31, 2023 --
November 30, 2023 --
October 31, 2023 --
September 30, 2023 --
August 31, 2023 --
July 31, 2023 --
June 30, 2023 --
May 31, 2023 --
April 30, 2023 --
March 31, 2023 --
February 28, 2023 --
January 31, 2023 --
December 31, 2022 --
November 30, 2022 --
October 31, 2022 --
September 30, 2022 --
August 31, 2022 --
July 31, 2022 --
June 30, 2022 --
May 31, 2022 --
April 30, 2022 --

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 (Since Inception) Range, Past 5 Years

View Historical Sharpe Ratio (Since Inception) Range, Past 5 Years
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Median

Historical Sharpe Ratio (Since Inception) Excel Add-In Codes

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