Sortino Ratio Calculator

Answers the Question

How much are we earning relative to our risks?

Calculator for Sortino Ratio


What Is the Sortino Ratio?

The Sortino ratio is used for comparing various investment possibilities in a risk-adjusted manner. In this way, investors can consider not only returns but the risks that they are required to accept in order to earn them.

The higher the value, the more attractive the investment.

Why Is it Important?

Formula(s) to Calculate Sortino Ratio

Common Mistakes

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