CAGR calculator
The yearly growth rate from start to end, and time to double.
Free risk tools
Sharpe ratio calculator
How much return your trading earns for the swings it takes, from your monthly results.
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- No sign-up
- Nothing you type is stored
Your months
The ratio
A Sharpe ratio of 0.40 a year: a weak return for the swings taken. 12 months is a short record: one more good or bad month can move it a lot.
- Sortino ratio
- 0.58: the same, counting only the months below the 4% rate as risk.
- A month
- +0.56% on average, swinging about 2.02% either way; up in 67% of months.
- A year
- +6.7% compounded, against 4% for cash.
- The worst of it
- Worst month -3.10%, best +3.00%, deepest drop from a high 3.1%.
Education only, not investment advice. The answer comes from the numbers you typed in, not from your account or the market. Simulated results are hypothetical and have limits: real trading has slippage, gaps, changing results and emotions. Trading leveraged products can lose money quickly, including all of it. Risk warning
Educational only, not financial advice; trading involves risk.
Return for the ride
The Sharpe ratio is the return above cash divided by how much the months swing, scaled to a year. Two accounts can both make 20% a year; the one that got there with smaller swings has the higher ratio and is easier to live with. Around 1 is good for a single strategy; above 2 over many years is rare, so a short record that shows it is more likely luck than skill.
Sortino counts only the bad months as risk, so a strategy with big up months is not punished for them. Neither ratio sees a crash that has not happened yet: read them next to the deepest drawdown and the drawdown simulator. For the yearly pace alone, use the CAGR calculator.
Not advice. Arithmetic on the numbers you type; past months do not promise future ones.
Next tools
Drawdown simulator
How deep a normal losing run goes at your size.
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Win rate and reward to risk, after costs, on one map.
Pricing
Three ways in. Pick yours.
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Baroq never holds your money and never trades for you. Educational only, not financial advice; trading involves risk.