Sortino Ratio Calculator
Measure risk-adjusted return considering only downside volatility
0.800
(Rp - Rf) / DD = (12% - 4%) / 10%
Excess Return
8.00%
Return vs Downside Risk
0.800
Risk-Adjusted Performance
Result
π‘ Sortino ratio only considers downside volatility unlike Sharpe, providing more accurate risk-adjusted measurement