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A high Sortino ratio is better than a low Sortino ratio. That's because a high sortino ratio implies low downside volatility compared to the expected return.
There's a guide to the Sortino Ratio at the related link, together with an Excel spreadsheet
Wiki User
∙ 12y ago
A higher Sortino ratio is better as it indicates a better risk-adjusted return compared to a lower ratio. It measures the performance of an investment relative to the downside risk. A higher Sortino ratio suggests that the investment has generated higher returns for the amount of downside risk taken.
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