Features

Sortino Ratio Features

Built to emphasize loss-aware quality without hiding the math.

  • Downside-only risk (deviation below MAR).

  • MAR from risk-free (annual → per-period) or custom per-period.

  • Simple/Log return modes.

  • Optional annualization (√ periods/year).

  • Percentile bands or fixed-level guides (+ optional band shading).

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