📉 Sortino Ratio Calculator
Focus on downside risk
Formula
Sortino = (R_p − R_f) / DD
DD = downside deviation of returns
Frequently Asked Questions
How is downside deviation computed?
Standard deviation of returns that fall below a threshold (often 0% or R_f).
Sortino vs Sharpe?
Sharpe uses total volatility; Sortino penalizes only downside risk.