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Sharpe ratio & drawdown calculator

Paste a comma- or newline-separated return series (e.g. 0.012, -0.005, …) or upload a CSV. We compute Sharpe, Sortino, volatility, and the worst drawdown.

Returns

Decimal returns per period (0.01 = +1%, -0.02 = −2%). Comma, space, or newline separated.

252 for daily equity returns, 365 for crypto (24/7 markets).

Risk metrics

Paste at least two return values to compute statistics.

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