A higher Sortino ratio can indicate a good return relative to the risk taken. The Sortino ratio focuses on downside volatility, while the Sharpe ratio considers both upside and downside volatility ...

Text Callout : Key Takeaways - What Is the Sortino Ratio? Formula and Example Every investor wants to earn more money from their portfolio, but putting money into stocks and even funds can be risky.

Reviewed by JeFreda R. Brown The overall performance of your portfolio is the ultimate measure of how well your portfolio ...

The Sortino ratio, on the other hand, only includes the downside deviation. This means that only the volatility that produces fluctuating returns below a specified benchmark is taken into ...

Sharpe ratio vs. Sortino ratio The Sortino ratio, created by Frank A. Sortino, is a relative of the Sharpe ratio that accounts more for downside risk. In its calculation, the Sortino ratio still ...