Sortino Ratio Calculator
Calculate downside risk-adjusted returns
%
%
%
公式
Sortino = (Rp - T) / σd
Like Sharpe but only penalizes downside volatility.
示例
12% return, 4% target, 8% downside
Sortino = 1.0.
常见问题
关于 Sortino Ratio
Calculate downside risk-adjusted returns.