Sharpe Ratio of a Portfolio: Risk-Adjusted Return Formulas and Dashboards in Excel
Sharpe ratio of a portfolio, step by step: calculate risk-adjusted return in Excel, measure drawdown, compare it with the Sortino ratio, then screen stocks by max drawdown and recovery.
- 1Sharpe Ratio of a Portfolio
Portfolio Sharpe Ratio = (return minus risk-free rate) / standard deviation. How to calculate and annualize it in Excel, interpret it, and compare it with Sortino and Treynor.
- 2Stock Drawdown
A stock drawdown is the percentage fall from a peak to a later trough. How to calculate maximum drawdown and use MarketXLS drawdown functions in Excel.
- 3Sortino Ratio: How to Calculate and Use It for Smarter Portfolio Analysis in Excel
Sortino ratio = (return minus minimum acceptable return) / downside deviation. The formula, a step-by-step Excel calculation, and how it compares with the Sharpe ratio.
- 4Using a Calculator to Calculate Your Sharpe Ratio
Sharpe ratio = (portfolio return minus risk-free rate) divided by the standard deviation of returns. How to calculate it with a calculator or in Excel.
- 5Stock Drawdown Screener Excel: Max Drawdown and Recovery Dashboard (2026)
Stock drawdown screener Excel - track distance from all-time high, 52-week high, and recovery percentage across 30 large-cap stocks with a premium June 2026 dashboard template.