Category Sortino Ratio Calculator

A calculator that measures the risk-adjusted return of an investment portfolio by comparing the portfolio’s return with its downside deviation, helping investors assess risk-adjusted performance.

Sortino Ratio Calculator

Sortino Ratio Calculator: Measure Risk-Adjusted Investment Returns

Master the Sortino Ratio: Your essential guide to measuring risk-adjusted investment returns with a focus on downside volatility.

Use our Sortino Ratio calculator to evaluate your portfolio's risk-adjusted performance. This tool helps investors measure returns against downside risk, providing a more focused approach to investment analysis than traditional metrics. Simply input your portfolio return, risk-free rate, and downside deviation to get instant results.

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