Sortino ratio calculator
Sortino = (Rp − Rf) ÷ downside σ · Penalises only negative volatility.
— or compute downside deviation from a returns series —
- Excess return
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- Downside σ used
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- Sortino ratio
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Downside σ uses only returns below the MAR (target/risk-free). Generally higher than Sharpe for the same series because positive variance is excluded.
About this tool
Sortino ratio calculator is a single-purpose utility on instant.tw, a free toolbox of calculators, converters, generators, and quick lookups. Everything works in your browser — nothing is uploaded, nothing is stored on a server unless explicitly noted.
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