Hey guys I have calculated my daily sharpe ratio but I think that I have probably done something wrong. I am particularly concerned about the Risk free rate. Would be grateful if someone could check it over: Standard deviation: 5.14 Mean Return: 1.69 Risk free rate: 0.4447 Daily Sharpe: 0.24 Annualized Sharpe: 3.86 Does this look right? For the ROR I basically used the yeild on the 3 month Tbills which is 3.53 and then multiplied it with the squareroot of 1/63 (63 trading days per 3 months so this should give the daily rate). Is this correct? Thanks.