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fin.sortino-ratio Calculator
Calculates the Sortino ratio from portfolio return, minimum acceptable return (MAR), and downside deviation. Sortino ratio above 1.0 indicates the strategy earns more than 1 unit of downside risk per unit of excess return — superior to Sharpe for non-normal return distributions.
Inputs
Portfolio Return Pct
Reference formula or conversion factor shown for context.
Risk Free Rate Pct
Reference formula or conversion factor shown for context.
Downside Std Pct
Reference formula or conversion factor shown for context.
Results
Sortino ratio
The proportional relationship between two quantities.
excess return above MAR
Sample size or count used in the calculation.
downside deviation
The value at the specified point or condition.
interpretation
Qualitative summary of what the computed numbers mean in practical terms.