Sortino Ratio
Enter portfolio return, risk-free rate, and downside deviation.
Sortino ratio
0.00
Downside risk-adjusted return
Excess return
0%
Sortino ratio
0.00
vs Sharpe (if std dev = 15%)
0.00
Worked example
With the default inputs shown below, this calculator returns the following results:
| Input | Value |
|---|---|
| Portfolio annual return (%) | 12% |
| Risk-free rate (%) | 5% |
| Downside deviation (%) | 10% |
| Result | Value |
|---|---|
| Sortino ratio | 0.70 |
| Excess return | 7.0% |
| vs Sharpe (if std dev = 15%) | 0.47 |
Values shown are produced by this page in your browser; change any input to update them.
How to use the Sortino Ratio
- Portfolio annual return (%) — default 12%
- Risk-free rate (%) — default 5%
- Downside deviation (%) — default 10%
- Press Calculate to update the results instantly.