How to use this tool
Check the units, enter your values, and run the tool. Results follow the assumptions and method below.
Calculation method
Sortino ratio
(returnrate-target)/downsideSupply downside deviation calculated against the same target return and period.
Supply downside deviation calculated against the same target return and period.
Enter your values and run the tool to see your result.
Check the units, enter your values, and run the tool. Results follow the assumptions and method below.
(returnrate-target)/downside