Average Return Calculator

Average Return Calculator

Calculate arithmetic mean, geometric mean, and risk metrics for investment returns

Return Calculator

Average Returns

Enter your investment returns to calculate arithmetic mean, geometric mean, and risk-adjusted metrics.

Portfolio Analysis

Advanced Metrics

Calculate Sharpe ratio, volatility, maximum drawdown, and other risk-adjusted performance metrics.

Calculation Results

Formulas Used
Arithmetic Mean: (R₁ + R₂ + ... + Rₙ) / n
Geometric Mean: [(1 + R₁) × (1 + R₂) × ... × (1 + Rₙ)]^(1/n) - 1
Standard Deviation: √[Σ(Rᵢ - R̄)² / (n-1)]
Sharpe Ratio: (Portfolio Return - Risk-free Rate) / Portfolio Standard Deviation

Key Features:

  1. Return Input Methods - Manual entry and bulk input options
  2. Comprehensive Metrics - Arithmetic mean, geometric mean, standard deviation, Sharpe ratio, Sortino ratio
  3. Portfolio Analysis - Calculate annualized metrics, maximum drawdown, Value at Risk
  4. Risk Metrics - Volatility, downside deviation, Calmar ratio
  5. Data Tables - Detailed breakdown of returns and portfolio values
  6. Multiple Timeframes - Daily, weekly, monthly, quarterly, yearly analysis

Calculations Include:

  • Arithmetic Mean: Simple average of returns
  • Geometric Mean: Compound average growth rate
  • Standard Deviation: Measure of volatility
  • Sharpe Ratio: Risk-adjusted return metric
  • Sortino Ratio: Downside risk-adjusted return
  • Maximum Drawdown: Largest peak-to-trough decline
  • Value at Risk: Potential loss at 5% confidence level
  • Calmar Ratio: Return relative to maximum drawdown

Analysis Types:

  • Individual Returns: Enter specific return percentages
  • Portfolio Values: Analyze portfolio value changes over time
  • Benchmark Comparison: Compare against market benchmarks
  • Risk-Free Adjustment: Account for risk-free rate in calculations
The calculator provides professional-grade investment analysis with comprehensive risk and return metrics used by financial professionals.