// multi-utility computation suite · offline · instant · precise
┌──────────────────────────┐
│ [c] calcalyst_ │
│ computation suite │
└──────────────────────────┘
// select a module to initialize
/ search↵ open firstesc close
// adsenseEMPTY_LEADER_SLOT728×90
// keyboard shortcuts
/focus search
Escclear search · close calc
Enteropen first result
↑↓navigate list
?toggle this panel
// adsenseMOBILE_ANCHOR_SLOT320×50
// keyboard_shortcuts
/focus search
↑↓navigate module list
Enter
open first result from search
open highlighted
compute when module is open
compute when focused in a field
Escclose module · clear selection
⌫
finance.business-sortino-ratio Calculator
Calculates the Sortino ratio in a business finance context from return, minimum acceptable return, and downside deviation. Sortino ratio penalises only downside volatility, not upside — it's the preferred risk measure for strategies with positively skewed return distributions.
Inputs
Ret
Reference formula or conversion factor shown for context.
Rf
Return on a theoretically safe investment like a government T-bill. The baseline return everything else is compared against. Enter as a decimal (e.g. 0.05 for 5%).
Downside Vol
Reference formula or conversion factor shown for context.
Results
sortino ratio
The proportional relationship between two quantities.
excess return
Sample size or count used in the calculation.
downside deviation
The value at the specified point or condition.
vs sharpe
Reference formula or conversion factor shown for context.