Sortino Ratio Calculator
Return per unit of downside volatility only.
Your numbers
Sortino ratio
0.67
The link and the printed sheet both save your numbers, so anyone who opens them sees the same estimate.
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Save your current numbers, change them, save again, and see each estimate side by side. Saved in this browser only.
How it works
Sortino = (return − target) ÷ downside deviation.
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Results are estimates for education only and are not investment advice.