Sortino Downside Deviation
Calculate Sortino Downside Deviation instantly with the exact formula and a worked example. Free online calculator — no signup.
Sortino Downside Deviation
Return r
Risk-free r_f
Downside deviation
Sortino
1
r − r_f
0,08
DD
0,08
Sortino
1
More about: Sortino Downside Deviation
What it calculates
The “Sortino Downside Deviation” calculator computes Sortino from 3 parameters: return r, risk-free r_f, downside deviation.
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters Return r = 0.12, Risk-free r_f = 0.04, Downside deviation = 0.08 the result is 1 (S = (r − r_f) / DD).
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.