Capital & Risk
Sortino Ratio Sortino Ratio
Miss (Downside) Risk 1 Unit Rank per Over Past Return in.
AdvancedCount Value Item Low in. Sell Buy Estimate Recommend is not.
Calculation Result
Left Item Item In & Link Result Out.
Total Calc Example in Trial Calc Preview
In Power Example: Return (%)=8, Risk-Free Rate (%)=1, Down Way Bias Spread (%)=6
- Sortino Ratio
- 1.17
this Total Calc about
Miss (Downside) Risk 1 Unit Rank per Over Past Return in. In Power Count Value only Total Calc. Sell Buy Estimate Recommend is not.
In Power Item Item & Total Calc Base (Capital & Risk)
- Return (%): Trial Calc Use Count Value In Power (In Power Example: 8).
- Risk-Free Rate (%): Trial Calc Use Count Value In Power (In Power Example: 1).
- Down Way Bias Spread (%): Trial Calc Use Count Value In Power (In Power Example: 6).
- Calc Out Main Indicator: Sortino Ratio (Total Calc Example in Link Result: 1.17)
Same Type Type Other Total Calc
Link Result In Power Value from Total Calc in. Hand Count Fee & Tax Gold, that Zhi Doc Total Calc From Foreign in In is not.