Definition
The Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility by using the asset's standard deviation of negative portfolio returns—downside deviation—instead of the total standard deviation of portfolio returns. The Sortino ratio takes an asset or portfolio's return and subtracts the risk-free rate, and then divides that amount by the as
In Panel Profits
In the Panel Profits market platform, Sortino Ratio: Definition, Formula, Calculation, and Example applies standard financial concepts principles to comic assets and physical collections.
Common mistakes
Do not infer unobserved prices.