analytics
Sharpe Ratio
Risk-adjusted return measurement
Rolling Sharpe Ratio (6-month)
1.15 Oct
1.22 Nov
0.95 Dec
1.31 Jan
1.28 Feb
1.38 Mar
Sharpe > 1.0 = Good · > 1.5 = Excellent
Current
1.38
6M Average
1.22
Win Rate
68%
Information Ratio
0.92
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AI Analysis
Your Sharpe ratio of 1.38 indicates strong risk-adjusted returns. The upward trend over the past 6 months (from 1.15 to 1.38) shows improving efficiency. A ratio above 1.0 is considered good, and you're approaching the 1.5 threshold that marks excellent performance. Your 68% win rate complements this metric well, suggesting consistent positive trades rather than a few large winners.
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