How to calculate Sharpe ratio in Excel / Analyzing stock returns / Episode 10

[@initialreturn]

Thanks for watching! If you enjoyed this tutorial, you might also like our one on Jensen's alpha: kzbin.info/www/bejne/nmLOfZJ9ipKCmK8

[@varshasahu2925]

Thankyou sir😊 it's very helpful for My dessertation which I'm working of. - the comparison study of different mutual funds .

[@initialreturn]

That's great to hear! Good luck with your work.

[@michiel1162]

Where do you find the T bill proxy?

[@initialreturn]

One potential source is Yahoo! Finance. If you search for ^IRX, it gives you the 13-week T-bill rates. Alternatively, you can download it from Ken French's (as in Fama-French) data library.

[@271659]

How to find risk free rate😢

[@initialreturn]

If you're working with the US data, you can go to Yahoo! Finance and search for ^IRX. Then, click on the "Historical Data" tab to see past daily/monthly levels. An alternative source is Ken French's data library.