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A comment on Show HN: Sharpe Ratio Calculation Tool.

Re:Show HN: Sharpe Ratio Calculation Tool by k2enemy on Sunday June 29, 2025 @08:40PM (#44418009)
> Our tool automatically uses the up to date Secured Overnight Financing Rate (SOFR).

Are risk free rates matched to return dates? This makes it sound like the tool uses a single risk free rate for all excess return calculations.

[ Parent | on HN ]
Re:Show HN: Sharpe Ratio Calculation Tool by navquant on Monday June 30, 2025 @03:57AM (#44420637)
It does not use a single risk free rate for all excess return calculations, but rather matches each return with the risk free rate of the day.
[ Parent | on HN ]