What is my Sortino ratio?
An overview question asks what a portfolio holds and what it is worth: the positions, the total, and how each one weighs against the whole. The figures are the latest price of everything held, with cash counted alongside the securities.
Worked through on a sample portfolio. The figures below are that portfolio’s, not yours.
Your Sortino ratio is 0,72.
The Sortino ratio measures risk-adjusted return using downside volatility only; it compares your portfolio's excess return to its downside volatility. It is already calculated for the period shown (from 12/05/2021 to 10/09/2026).
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See this for your own portfolio
The assistant answers the same question about your own holdings, with your figures and today’s prices. Import from your broker, or open the demo portfolio and ask it there.