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Sortino Ratio Calculator

Free tool for South African traders

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Sortino Ratio Calculator
Enter the return and risk figures
Risk-free rate or your own hurdle
Volatility of returns below the hurdle only
For the Sharpe comparison

This calculator is for educational purposes only. Results are estimates and may vary depending on market conditions, spreads, commissions, platform settings, and exchange rates. It should not be considered financial advice.

↗ Calculation Result
Calculation Breakdown
Full transparency on how this result was calculated.
Calculator by TradeAnswers Free SA trading calculators Educational tool for South African traders. Not financial advice. Trading involves risk of loss.