Professional fund return analysis tool for hedge funds, mutual funds, and IR professionals. Calculate fund performance metrics including CAGR, Sharpe ratio, volatility, drawdowns, and 40+ metrics instantly.
A fund returns analyzer is a professional tool that calculates comprehensive performance metrics for investment funds including hedge funds, mutual funds, and private funds. It analyzes your fund's historical returns to calculate 40+ metrics including CAGR, Sharpe ratio, volatility, maximum drawdown, and benchmark comparisons. This tool helps IR professionals, fund managers, and investors understand fund performance and risk characteristics.
To calculate monthly fund returns, simply select "Monthly" as your return frequency and enter your fund's monthly return data. You can input returns as decimals (0.05 for 5%) or percentages (5%). The analyzer will automatically calculate annualized metrics including CAGR, Sharpe ratio, volatility, and drawdown analysis specific to monthly return data.
Our fund performance calculator provides 40+ comprehensive metrics including: CAGR, cumulative returns, volatility, Sharpe ratio, Sortino ratio, Calmar ratio, maximum drawdown, average drawdown, Value at Risk (VaR), Conditional VaR (CVaR), skewness, kurtosis, Alpha, Beta, Treynor ratio, Information ratio, tracking error, win/loss ratio, and hit rate. These metrics cover return analysis, risk assessment, risk-adjusted performance, and benchmark comparison.
Yes! This tool works for all types of investment funds including hedge funds, mutual funds, private funds, ETFs, and individual portfolios. You can analyze returns at any frequency - daily, monthly, quarterly, or annual. The calculator is specifically designed for IR professionals and fund managers who need comprehensive fund performance analysis and reporting.
To compare your fund against a benchmark (like S&P 500 or a peer index), simply enter your benchmark's returns in the benchmark input field. The analyzer will calculate relative performance metrics including Alpha (excess return), Beta (market sensitivity), correlation, tracking error, Information ratio, and Treynor ratio. This helps you understand how your fund performs versus the market or peer funds.
The Sharpe ratio measures risk-adjusted returns by calculating excess return per unit of volatility. It's one of the most important metrics for fund performance analysis because it shows whether returns are due to smart investment decisions or excessive risk-taking. A higher Sharpe ratio indicates better risk-adjusted performance. IR professionals use the Sharpe ratio extensively when reporting fund performance to investors.
Basic return metrics (CAGR, cumulative returns, volatility, Sharpe ratio, and standard deviation) are available for free. Premium metrics including Sortino ratio, Calmar ratio, drawdown analysis, Value at Risk, distribution analysis, and comprehensive benchmark comparison are available for a one-time payment of $5. This gives you lifetime access to all 40+ professional fund performance metrics.
Fund return analyzers are used by IR (Investor Relations) professionals, hedge fund managers, mutual fund managers, asset managers, portfolio managers, financial advisors, institutional investors, and fund-of-funds managers. These tools are essential for performance reporting, investor presentations, due diligence, risk management, and regulatory compliance. They help professionals quickly calculate and communicate fund performance metrics.