Catalog / Investment / Sortino Ratio Calculator
Investment · Tool

Sortino Ratio Calculator

Calculate downside risk-adjusted returns.

Portfolio return
%
Risk-free rate
%
Downside deviation
%
Target return (for DD calc)
%
Historical returns (comma-separated %)
Excess return0.00%
Downside deviation0.00%
Performance
Sortino ratio
enter values to calculate
PNG · made in your browser, nothing uploaded
Stay in the loop
New tools, in your inbox.

Get an occasional email when we ship new calculators and updates. No spam, unsubscribe anytime.

We respect your privacy. No spam, ever.