Portfolio Management
Sharpe Ratio Calculator
Measure risk-adjusted returns by comparing excess return to volatility. The industry standard for portfolio performance...
Portfolio Management
CAPM Calculator
Calculate expected return using the Capital Asset Pricing Model. Determine required return based on beta...
Portfolio Management
Beta Calculator
Calculate asset beta using correlation or covariance methods. Measure systematic risk relative to the market.
Portfolio Management
Treynor Ratio Calculator
Evaluate risk-adjusted performance per unit of systematic risk. Compare portfolio returns relative to market risk...
Portfolio Management
Jensens Alpha Calculator
Measure portfolio performance versus CAPM-predicted returns. Quantify manager skill in generating excess risk-adjusted returns.
Portfolio Management
M2 Ratio Calculator
Compare portfolios on a risk-adjusted basis using M-squared. Express excess returns in percentage terms for...
Portfolio Management
Diversification Ratio Calculator
Measure how effectively your portfolio reduces risk through diversification. Lower ratios indicate better diversification benefits.
Portfolio Management
Portfolio Beta Calculator
Calculate weighted portfolio beta from individual asset betas. Understand your overall market risk exposure.
Portfolio Management
Holding Period Return Calculator
Calculate your total investment return over any time period. Includes price changes, dividends, and optional...
Portfolio Management
Annualized Return Calculator
Convert total returns to annualized (CAGR) returns. Compare investments held for different time periods on...
Portfolio Management
Correlation Calculator
Calculate the correlation coefficient between two assets. Assess diversification potential for portfolio construction.
Portfolio Management
Portfolio Variance Calculator
Calculate portfolio variance and volatility for a two-asset portfolio. See how weights, volatilities, and correlation...
Portfolio Management
Covariance Calculator
Calculate how two assets move together using correlation and standard deviations. Essential for portfolio variance...
Portfolio Management
Geometric Mean Return Calculator
Calculate the true compounded average return of your investments. Understand volatility drag and compare with...
Portfolio Management
Time Weighted Return Calculator
Measure investment performance independent of cash flow timing. The standard for comparing portfolio managers.
Portfolio Management
Money Weighted Return Calculator
Calculate your personal rate of return (IRR) that accounts for the timing and size of...
