The Sharpe ratio or reward-to-variability ratio is a measure of the excess return (or Risk Premium) per unit of risk in an investment asset, named after William Forsyth Sharpe. Since its revision made by the original author in 1994, it is defined in an equation where R is the asset return, Rf is the return on a benchmark asset, such as an index or risk free rate of return, E[R . Rf] is the expected value of the excess of the asset return over the benchmark return, and . is the standard deviation of the asset excess return.  The benchmark used is an appropriate country index such as the S&P500.  3 year weekly calculations require 104 or more non-null data points to be present out of 156 weeks total.