The Sharpe ratio measures how much expected return a portfolio earns for each unit of risk it takes.
In PortfolioPilot it drives the Risk-adjusted Return grade, half of your Portfolio Score. You see how much more a top-graded portfolio would earn at your risk level, and which holdings help or hold it back. Included in the Free plan.
This is the Portfolio Score page open on Risk-adjusted Return, with a hypothetical portfolio. Hover the chart to read the return at other risk levels.
Interactive Portfolio Score page from PortfolioPilot, opened on the Risk-adjusted Return grade, shown with a hypothetical demo portfolio. It charts expected return against risk, with the most a top-graded portfolio would earn at the same risk, and lists the holdings that help or hurt the grade.
The portfolio is hypothetical, and all figures are for demonstrative purposes only. Nothing shown is a recommendation to buy or sell any security.
Three steps from your accounts to the answer.
Connect brokerages, 401(k)s and IRAs from 12,000+ institutions, upload a statement, or enter holdings by hand.
The chart puts your expected return next to what a portfolio with a top risk-adjusted grade would earn at the same risk.
Holdings are split into positive and negative contributors, with the reason for each.
Three inputs, all shown in the app with an explanation.
PortfolioPilot's own forecast for each holding, not past returns.
The expected one-year cash rate. Return above it is what the ratio rewards.
Correlations measured over decades of history. Holdings that move alike add risk without adding much return.
The Portfolio Optimizer reweights what you hold toward a better grade at your risk level. Open on every plan.
To act on the holdings that hold the grade back, Personalized Recommendations suggest specific trades and show how each one would change your Portfolio Score. Part of Gold.
Add your accounts or upload a statement. The Risk-adjusted Return grade is included in the Free plan.
Get startedShort answers here, with a link to the full help center article where one exists.
Expected return above the risk-free rate, divided by volatility. A higher number means more return for each unit of risk.
PortfolioPilot uses forward-looking expected returns, not past returns, so the number can differ from tools that look backward. Read more in the Help Center →
Start with the negative contributors on the Risk-adjusted Return tab, or run the Portfolio Optimizer. Read more in the Help Center →
No. The upper line shows what a portfolio with a top Risk-adjusted Return grade would earn at each risk level. It is a target drawn from that grade, not a set of portfolios found by an optimizer.
Yes. The Risk-adjusted Return grade and its breakdown are included in the Free plan.
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