Overview

Sortino Ratio Quick Specs

This implementation aligns the target (MAR) with your return type, computes excess returns per bar, and divides their average by the downside deviation over a lookback.

FeaturesUsageConfluencesFAQs

You can annualize for comparability, switch between Percentile Bands (P50/P75/P90 etc.) and Fixed Levels (0/0.5/1/2/3), and use a right-edge label that summarizes percentile bucket or level.