I have returns from the last 12 months on a portfolio, and i have risk free rate for the latest year, on daily basis.
I have annualized the risk free rate, and i am using log returns for the period.
I use the standard deviation function in excel but i cant get the real sharpe ratio.
I am currently using this formula:
$R^A_T$ = Annualized log returns
$Rf_T$ = risk free
$\sigma$ = std dev for returns