When is Sortino better than Sharpe?

Sortino penalizes only downside volatility, rewarding strategies with high upside variance. For right-skewed return distributions (crypto bull runs), Sortino is more informative.

How is downside deviation calculated?

Downside deviation = sqrt(mean((min(r - target, 0))^2)). Target is typically 0% or the risk-free rate. Only negative deviations contribute to the calculation.

Sortino Ratio Downside Deviation

Calculate Sortino ratio using downside deviation instead of total volatility to better evaluate strategies with asymmetric return distributions.

Networking

Algorithms

Binary & Number

Systems

Dev Metrics

IP Subnet Calculator

IP Address

CIDR Prefix

Network

192.168.1.0

Broadcast

192.168.1.255

Subnet Mask

255.255.255.0

First Host

192.168.1.1

Last Host

192.168.1.254

Usable Hosts

254

Binary breakdown:

IP: 11000000.10101000.00000001.00000000

Mask: 11111111.11111111.11111111.00000000

Net: 11000000.10101000.00000001.00000000

How to Use

Enter the values for the patient or scenario you are assessing. Calculate Sortino ratio using downside deviation instead of total volatility to better evaluate strategies with asymmetric return distributions. Use the sortino ratio result to inform your clinical assessment.

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