Configure risk free return for Sharpe Ratio

English Reports
1

Hi,
I try to use the new Sharpe Ratio in the dashboard. The risk free placement is at 0%. Is it possible to configure the risk free return?
Which value do you take? ECB interest rate?

Thanks in advance
Olivier

2

Hi @oliver68,

Just configure it via context menu:
image

What ever you like and seems logical for you.

Cheers

3

Hi @Sn1kk3r5 and @oliver68,

great that finally this ratio has been implemented into PP.

Do you know if there are any plans to link the risk free rate to a self defined security or index? The current modell is only including the setting of a value by ourselfs which has to be adapted everytime you change the period you look at.

Thanks, Felix

4

Hi @flxm_22,

There was a little discussion about it (on github). But so far this is the final state until someone takes it a little further.

Cheers

5

Hello together,

I have a comment regarding the risk-free interest rate used in the Sharpe Ratio calculation. In the “Performance” section, I have an overview of key metrics broken down by individual years, where each column represents a single-year reporting period. This overview also includes various risk metrics. However, for the Sharpe Ratio, I am currently limited to entering a single value for the risk-free rate—meaning this same value applies to *all* widgets and *all* reporting periods used. It would be a improvement if I could specify this value separately for each individual instance of an use in a widget.