Sortino Ratio
Compare return above a target with downside deviation.
Your numbers
Sortino ratio
Educational estimate using your assumptions; no live rates, tax rules or investment recommendations. Returns can be negative and are not guaranteed.
Scenario comparison
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Formula
Use S = (R−T)/d. R is period return, T is the same-period target return, and d is downside deviation measured consistently with that target and period.
Compare return above a target with downside deviation.
Worked example
- Period return (%)
- 10
- Same-period target return (%)
- 2
- Same-period downside deviation (%)
- 8
- Sortino ratio
- 1
Scope and limitations
Educational estimate using your assumptions; no live rates, tax rules or investment recommendations. Returns can be negative and are not guaranteed.
Inputs are checked for missing values and allowed ranges. A result outside the finite numeric range is not displayed. Rounding affects display, while the calculation uses the model’s numeric precision.
Check your units and assumptions before relying on a result. Changing a label does not convert a currency or physical unit.
Formula version: 3067f578c6b5 · Example checked: