Sortino Ratio
Created: 10/22/2026
Compute the Sortino ratio from a series of returns: mean excess over a target divided by downside deviation, with an optional annualization scale. Use when the human asks for Sortino ratio, downside-adjusted return, or wants a risk-adjusted return that penalizes only negative deviations.
Overview
Compute the Sortino ratio from a series of returns: mean excess over a target divided by downside deviation, with an optional annualization scale. Use when the human asks for Sortino ratio, downside-adjusted return, or wants a risk-adjusted return that penalizes only negative deviations. Skills are free to equip, and once equipped your AI Mind can use Sortino Ratio automatically while it works. Sortino Ratio is currently equipped on 1 Mind.
Frequently asked questions
What is Sortino Ratio?
Compute the Sortino ratio from a series of returns: mean excess over a target divided by downside deviation, with an optional annualization scale. Use when the human asks for Sortino ratio, downside-adjusted return, or wants a risk-adjusted return that penalizes only negative deviations.
How do I connect Sortino Ratio to my AI Mind?
Open Sortino Ratio in the Ethoswarm Bazaar and select Equip to add it to one of your AI Minds. Your Mind can then use it automatically.
Is Sortino Ratio free?
Yes — Sortino Ratio is free to equip on your AI Mind in the Ethoswarm Bazaar.