What is Sortino Ratio?
Sortino Ratio — Like the Sharpe ratio but it penalises only downside volatility, rewarding funds that limit losses rather than all swings.
In simple terms
A high Sortino ratio means strong returns for the downside risk taken.
Why Sortino Ratio matters when you invest
Understanding sortino ratio helps you make better-informed decisions when you invest and trade on ROAR by DP TradeKING. Open a free account to put it into practice — ₹0 delivery brokerage and zero-commission direct mutual funds.
Sortino Ratio — frequently asked questions
What is Sortino Ratio?
Like the Sharpe ratio but it penalises only downside volatility, rewarding funds that limit losses rather than all swings.
What does Sortino Ratio mean in the stock market?
Like the Sharpe ratio but it penalises only downside volatility, rewarding funds that limit losses rather than all swings. A high Sortino ratio means strong returns for the downside risk taken.
Can you give an example of Sortino Ratio?
A high Sortino ratio means strong returns for the downside risk taken.
Put it into practice — open a free account.
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