Sortino Ratio Analyzer
1. Portfolio / Asset Data
Enter comma-separated percentage returns (e.g., for 2.5%, enter 2.5).
Sortino Ratio is unitless. This is for context if returns represent monetary changes.
2. Risk & Target Parameters
The target return. Often the risk-free rate or zero. Enter a single value for the same period as returns.
Select the time period of your input returns for correct annualization.
For reference or if your MAR is the risk-free rate. Not directly used if MAR is set above.