Sortino Ratio
Calculator
Sortino ratio
1
Results
- Sortino ratio
- 1
- Excess return (%)
- 9
Investing results
| Sortino ratio | 1 |
| Excess return (%) | 9 |
formula-map diagram
- Sortino ratio
- 1
- Excess return (%)
- 9
Investing relationship
Formula
Sortino = (Rp − Rf) ÷ downside deviation= 1
Note
This is not investment advice. It is a simplified model: it applies the displayed standard formula to the figures you entered, ignores taxes, fees, currency effects and credit risk, and assumes cash flows arrive exactly as scheduled. Real markets do not behave that way, and past or projected returns do not guarantee future results. Check the assumptions and consult a licensed adviser before acting on any figure.