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Public portfolios ranked by sortino ratio · 1Y

Return per unit of downside volatility (annualised)

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Ranking controls

Returnvs S&PSharpeSortinoMax DD
Timeframe1Y
1M3MYTD1Y3YAll-time
StrategyGrowth
All strategiesValueGrowthMomentumMacroArbitrageQuantIncomeOther

No portfolios meet the 1Y track-record requirement yet.

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