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navquant

10 karma · joined June 29, 2025

NAV calculation software for AIF managers and AMC issuers. https://navquant.com
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navquant··on Show HN: Sharpe Ratio Calculation Tool
Valid point. I could show a comparison to known funds or stocks to give an idea of the real performance
navquant··on Show HN: Sharpe Ratio Calculation Tool
Great idea, will add
navquant··on Show HN: Sharpe Ratio Calculation Tool
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.
navquant··on Show HN: Sharpe Ratio Calculation Tool
One of the benefits is that the risk free rate is kept up to date on a daily basis. The calculation matches for each day the actual risk free rate, rather than just using the latest available value.
navquant··on Show HN: Sharpe Ratio Calculation Tool
Right now it uses the total stddev of the portfolio, over the full history provided. It can be changed fairly easily to compute it over a moving window of 1/3/5 years.
navquant··on Show HN: Sharpe Ratio Calculation Tool
Good point, will add something to give a bit of guidance.