Sortino Ratio

Please add the calculation of the Sortino Ratio.

http://www.redrockcapital.com/Sortino__A__Sharper__Ratio_Red_Rock_Capital.pdf
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  • Votes +1
  • Project QuantAnalyzer
  • Type Feature
  • Status Fixed
  • Priority Low

History

an
#1

Artur

10.04.2020 12:50

Task created

p
#2

Partizanas

14.04.2020 14:01
Voted for this task.
TT
#3

Tamas

01.06.2020 12:11

Status changed from New to Fixed

You can add it using QuantEditor. For more info please read hereĀ https://strategyquant.com/doc/quantanalyzer/add-new-statistical-value/

Votes: +1

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