Ajay Kumar Rana
Investing & stocks

Sortino Ratio Calculator

Sortino Ratio Calculator is free to use. Enter your figures below and the result updates as you type. Use it for planning; it is an estimate, not advice.

About the Sortino Ratio Calculator

Sortino ratio = (Return − Target return) ÷ Downside deviation.

Unlike Sharpe, it only penalises harmful volatility, the losses.

How to use the Sortino Ratio Calculator

  1. Enter each figure in the boxes above, using the same currency and time units.
  2. The result updates as you type. Press Calculate to refresh it at any time.
  3. Change one figure at a time to see how much it moves the result.

Frequently asked questions

What is the Sortino Ratio Calculator used for?

Unlike Sharpe, it only penalises harmful volatility, the losses.

How accurate is the Sortino Ratio Calculator?

It applies standard formulas to the figures you enter. Real results depend on actual rates, fees, taxes and timing, so treat the output as an estimate and confirm with your bank or adviser.

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