Anyone have a simple Sharpe/Sortino calculator?

Discussion in 'Trading Software' started by mgdpublic, Jan 30, 2009.

  1. All I want to do is cut and paste monthly returns in excel or some program and get the sharpe, sortino, and whatever else. I downloaded smartfolio and that kept giving me errors. There was one by Martin Sewell on the web that also doesn't work. Anyone know of a real simple program to do this? Thanks.