Sortino Ratio Calculator
Calculate downside risk-adjusted returns
%
%
%
Formula
Sortino = (Rp - T) / σd
Like Sharpe but only penalizes downside volatility.
Examples
12% return, 4% target, 8% downside
Sortino = 1.0.
Frequently Asked Questions
About Sortino Ratio
Calculate downside risk-adjusted returns.
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