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How do you calculate sortino ratio? - Answers

The Sortino Ratio is the actual return minus the target return, all divided by the downside risk. The downside risk is either calculated by the semi standard deviation, or the 2nd order lower partial moment. The related link "Calculate the Sortino Ratio with Excel" provideds an Excel spreadsheet to calculate the Sortino Ratio



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How do you calculate sortino ratio? - Answers

https://math.answers.com/math-and-arithmetic/How_do_you_calculate_sortino_ratio

The Sortino Ratio is the actual return minus the target return, all divided by the downside risk. The downside risk is either calculated by the semi standard deviation, or the 2nd order lower partial moment. The related link "Calculate the Sortino Ratio with Excel" provideds an Excel spreadsheet to calculate the Sortino Ratio



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https://math.answers.com/math-and-arithmetic/How_do_you_calculate_sortino_ratio

How do you calculate sortino ratio? - Answers

The Sortino Ratio is the actual return minus the target return, all divided by the downside risk. The downside risk is either calculated by the semi standard deviation, or the 2nd order lower partial moment. The related link "Calculate the Sortino Ratio with Excel" provideds an Excel spreadsheet to calculate the Sortino Ratio

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      The Sortino Ratio is the actual return minus the target return, all divided by the downside risk. The downside risk is either calculated by the semi standard deviation, or the 2nd order lower partial moment. The related link "Calculate the Sortino Ratio with Excel" provideds an Excel spreadsheet to calculate the Sortino Ratio

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