Jun 6, 2025 · The Sortino ratio is a variation of the Sharpe ratio. It differentiates harmful volatility from total overall volatility by using the asset's standard deviation of negative portfolio returns or...

The Sortino ratio is used to score a portfolio's risk-adjusted returns relative to an investment target using downside risk. This is analogous to the Sharpe ratio, which scores risk-adjusted returns …

Jul 12, 2024 · The Sortino Ratio is a performance metric named after economist Frank A. Sortino. It measures the risk-adjusted return of an investment, focusing solely on downside risk by …

Feb 10, 2024 · Sortino Ratio is a performance metric that measures the risk-adjusted return of an investment using only the downside risk. Considered a variation of the Sharpe Ratio, Sortino …

May 22, 2025 · What Is the Sortino Ratio? Investors use the Sortino ratio to evaluate investment results by measuring the risk potential of negative returns. The Sortino ratio determines an …

Feb 6, 2025 · Named after economist Frank A. Sortino, the Sortino Ratio subtracts a portfolio’s risk-free rate from its return. It then divides that number by the investment or asset’s downside …

Mar 5, 2024 · The Sortino ratio serves a similar purpose to the more popular Sharpe ratio, but it focuses on downside risk. What Is the Sortino Ratio? The Sortino ratio can help investors …

Apr 3, 2025 · The Sortino Ratio is named after its creator, Frank A. Sortino, and it's particularly useful for evaluating investment strategies, portfolios, or individual assets.

Apr 24, 2025 · The Sortino Ratio is a financial metric that helps investors understand the risk-adjusted returns of their investments. It is a variation of the Sharpe Ratio, focusing on …

The Sortino ratio is a risk-adjustment metric used to determine the additional return for each unit of downside risk. It is computed by first finding the difference between an investment’s …