Usage

Sortino Ratio Usage

Make Sortino your quality gate, then apply your playbook.

Interpretation guidelines (industry-style)

• < 0 — Worse than risk-free.

• 0 – 0.5 — Poor / suboptimal.

• 0.5 – 1.0 — Marginal / mediocre.

• 1.0 – 1.99 — Good (often “investable”).

• 2.0 – 2.99 — Very good / excellent.

• ≥ 3.0 — Exceptional (rare; often not durable).

Legend: 1+ good • 2+ very good • 3+ exceptional • <0 worse than risk-free.