HELP!! caculate the sharp ratio by MC strategy report data?

Hi Dears.
I'd like to ask a question about how to caculate sharp ratio by myself? The formula which was gaven is sharp ratio= (MR-RFR)/SD. what's the MR mean? Does it mean Monthly Rate of Return in the strategy report? And what's the SD mean? SD mean standard deviation of which indicator？
It's better to give a calculate example for me .Thanks a lot for your help.

Hi Dears.
I'd like to ask a question about how to caculate sharp ratio by myself? The formula which was gaven is sharp ratio= (MR-RFR)/SD. what's the MR mean? Does it mean Monthly Rate of Return in the strategy report? And what's the SD mean? SD mean standard deviation of which indicator？
It's better to give a calculate example for me .Thanks a lot for your help.

Sharpe ratio is already included in MultiCharts.
You can see your strategy's sharpe ratio in

View > Strategy Performance Report > Performance Ratoi


To learn the formula,
try wikipedia or investopedia

http://en.wikipedia.org/wiki/Sharpe_ratio
http://www.investopedia.com/terms/s/sha ... z1cWLoxu76
http://www.investopedia.com/articles/07 ... z1cWLoxu76

Thanks for your reply. I knew that strategy report has include sharp ratio . But I want to caculate myself. The formula is sharp ratio= (MR-RFR)/SD . I want to find out MR,RFR,SD's meanings and values in the strategy report.

The formula for the Sharpe ratio is SR = (MR - RFR) / SD, where:
MR is the average return for period (monthly),
RFR is the risk-free rate of return.
You set the RFR as Interest rate in the Properties tab of the Strategy Properties dialog box.
SD is the standard deviation of returns.

The formula for the Sharpe ratio is SR = (MR - RFR) / SD, where:
MR is the average return for period (monthly),
RFR is the risk-free rate of return.
You set the RFR as Interest rate in the Properties tab of the Strategy Properties dialog box.
SD is the standard deviation of returns.

Henry,Thanks a lot. What does the "returns" exactly meaning? Does it mean the SD of profit(include loss) of each trade? Does it Caculate by amount? Or by percent? Could you give me an example to explain the "standard deviation of returns". Thank you very much.

Return - the gain or loss of a security in a particular period. The return consists of the income and the capital gains relative on an investment. It is usually quoted as a percentage.

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