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  • 09:56, 17 August 2026 WikiSysopIG talk contribs created page Sortino ratio (Created page with "'''Sortino ratio''' is a risk-adjusted return measure that evaluates the return of an investment relative to its downside risk. Unlike the Sharpe ratio, which uses total volatility, the Sortino ratio focuses on returns below a specified target or minimum acceptable return. ==Calculation== The Sortino ratio is commonly calculated as: <math> \text{Sortino Ratio} = \frac{R_p-R_t} {\sigma_d} </math> where: * <math>R_p</math> = portfolio...")