Sortino Ratio in Common Probability Distribution Formulas

Sortino Ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. And is denoted by S.

Formulas to find Sortino Ratio in Common Probability Distribution

fxSortino RatioGo

fx Expected Portfolio Return Go

fx Risk Free Rate Go

fx Standard Deviation of Downside Go

What is the Sortino Ratio?

Sortino Ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy.

Can the Sortino Ratio be negative?

{YesorNo}, the Sortino Ratio, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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