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Sortino Ratio Calculator — result sheet
Calculate a downside-risk-adjusted return from a comma-separated series of periodic returns and a target return.
Inputs used
Results
Visual chart
Breakdown
Calculation steps
Returned data table
Formula and methodology
Formula: Sortino = (mean return − target return) ÷ downside deviation; downside deviation = √[Σ min(0, Ri − target)² ÷ n].
The Sortino ratio penalizes observations below a chosen target instead of treating upside and downside variation as equally undesirable. This implementation states its population downside-deviation convention and keeps the number of below-target observations visible, which helps visitors avoid comparing results made with hidden frequency or denominator choices.
This result follows the calculator's declared inputs, precision, validation boundaries, and model limits.
Input contract
- Periodic returns, comma-separated — decimal returns
- Target return per period — %; minimum -100; maximum 1000
Worked example
| Input | Value |
|---|---|
| Periodic returns, comma-separated | 0.02, 0.05, -0.01, 0.03, 0.00 |
| Target return per period | 1 |
The mean return is 1.8%, downside deviation is 1%, and the Sortino ratio is 0.8.
Assumptions and limits
- Returns are entered as decimals, such as 0.02 for 2%, and all observations share the same period.
- Downside deviation uses all observations in the denominator and only shortfalls below the target in the squared shortfall sum.
- The target and return frequency must be kept consistent; annualization and alternative conventions are not silently applied.
Calculator note
Source and methodology
Use the official WorldCalculate methodology policy for the source, formula, precision, and boundary standards behind this calculator.
Planning estimate, not financial, medical, legal, or professional advice. © WorldCalculate — reuse with attribution. Built and curated by Hassan ALRowaie.
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