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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

Period returns

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

Upload CSV

Periods per year

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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<iframe src="https://noonbarbari.xyz/embed/tools/sharpe-drawdown" width="100%" height="640" style="border:1px solid #30363d;border-radius:12px;background:#0d1117" loading="lazy" title="Sharpe ratio & drawdown calculator"></iframe>
<p style="font-size:13px"><a href="https://noonbarbari.xyz/en/tools/sharpe-drawdown">Sharpe ratio & drawdown calculator</a> by <a href="https://noonbarbari.xyz/en">Noon Barbari</a></p>

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