Sortino Ratio Calculator
Result
Sortino Ratio Calculator The Sortino Ratio Calculator measures return per unit of downside risk, ignoring upside volatility. Enter portfolio return, risk-free rate, and downside deviation to get the Sortino ratio. — free online calculator.
Formula
- Sortino Ratio Calculator calculates its result from Portfolio Return, Risk-Free Rate, Downside Deviation. It uses the formula Sortino Ratio = (Portfolio Return - risk_free_rate) / Downside Deviation. Change any input to recalculate the result instantly.
- The main inputs are Portfolio Return, Risk-Free Rate, Downside Deviation. Enter them in the units and format shown in the calculator.
- Use monetary amounts, rates and time periods exactly as labeled; the result reflects the assumptions entered on this page.
- Changing any input above recalculates the result with the same calculation engine used by this page.
Example: Sortino Ratio
- Portfolio Return: 12
- Risk-Free Rate: 4
- Downside Deviation: 7
Using Portfolio Return = 12, Risk-Free Rate = 4, Downside Deviation = 7, the calculated result is 1.1428571429.
Sample result: Calculating…
Frequently asked questions
What does the Sortino Ratio calculate?
Sortino Ratio Calculator The Sortino Ratio Calculator measures return per unit of downside risk, ignoring upside volatility. Enter portfolio return, risk-free rate, and downside deviation to get the Sortino ratio. — free online calculator.
Which values should I enter?
Enter Portfolio Return, Risk-Free Rate, Downside Deviation using the units and format shown beside each field.
What formula does this calculator use?
The calculator uses the following relationship: Sortino Ratio = (Portfolio Return - risk_free_rate) / Downside Deviation.
Why might my result differ from another source?
Results can differ when another source uses different units, rounding rules, conventions or assumptions. Compare the inputs and definitions before comparing results.
Does the result update automatically?
Yes. Changing an input updates the result using the same calculation engine shown on this page.