Sortino Ratio

Like Sharpe, but only counts downside volatility against you, not upward moves.

Category: Risk Measures

What is Sortino Ratio?

Sortino divides excess return by downside deviation. It is more appropriate than Sharpe for strategies with skewed return profiles or option-like payoffs.

Formula

Sortino = \frac{R_p - R_f}{\sigma_d}

Related terms

Back to the GNG Research investing glossary