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Risk-Adjusted Return calculator
Find the best risk-adjusted performers. Compare up to four investments using Sharpe, Sortino, and Calmar ratios to see which truly deliver the best return for the risk you're taking.
| Investment | Sharpe | Sortino* | Calmar | Best By |
|---|---|---|---|---|
*Sortino approximation uses downside deviation ≈ std dev × 0.7 (assumes ~30% of volatility is upside).
Green = best in metric.
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Grouped Bar: Sharpe / Sortino / Calmar by Investment
Sharpe
Sortino
Calmar
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