Using real market data. Search and select assets to calculate your portfolio's Sortino Ratio using historical performance.
Sortino Ratio measures risk-adjusted returns by focusing only on downside volatility. Unlike Sharpe Ratio, it doesn't penalize upside gains.
Sortino = (Return - Risk-Free) / Downside Deviation
Current 10-year Treasury yield
Sortino Ratio is better than Sharpe for asymmetric return distributions. It only penalizes harmful volatility (downside), not beneficial upside moves.
This calculator uses actual historical returns from Supabase to calculate downside deviation, giving you real-world portfolio metrics.
Get comprehensive portfolio analysis with automatic Sharpe Ratio, Sortino Ratio, Beta calculations, and more using live market data
Go to Portfolio DashboardCalculations are for educational purposes only and do not constitute investment advice. Based on historical data which may not predict future performance.