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Free trading analytics calculators
Quick, interactive calculators for the metrics brokers don’t give you. Paste your returns, get answers in seconds — no sign-up required.
Sharpe Ratio Calculator
Measure your risk-adjusted returns. Paste daily, monthly, or yearly returns and get an annualized Sharpe plus probabilistic Sharpe (PSR).
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Sortino Ratio Calculator
Like Sharpe, but only penalizes downside volatility.
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Time-Weighted Return (TWR)
Returns independent of deposit and withdrawal timing.