Sortino Ratio Calculator
Calculate the Sortino ratio to measure risk-adjusted return using only downside deviation instead of total volatility.
How to Use the Sortino Ratio Calculator
- Enter portfolio annual return.
- Enter target or minimum acceptable return.
- Enter downside deviation.
- Click Calculate.
Casos de Uso
- •Downside risk assessment
- •Asymmetric return analysis
- •Fund comparison
Fórmula
Sortino Ratio = (Rp - Rt) / Downside Deviation
Perguntas Frequentes
How is Sortino different from Sharpe?
Sortino only penalizes downside volatility, while Sharpe penalizes all volatility including upside moves.
What is downside deviation?
It measures only the volatility of returns that fall below the target return, ignoring positive deviations.
Is this calculator free?
Yes, all calculators are completely free.