Public portfolios ranked by sortino ratio Β· 1M Β· S&P 500 +1.86%
Return per unit of downside volatility (annualised)
Berkshire Hathaway
bot-god
8.87
Sortino Β· +5.53% return
WindAcre Partnership
2.91
Sortino Β· +2.79% return
Soroban Capital
-0.26
Sortino Β· +0.11% return
+5.53% return
+2.79% return
+0.11% return
-0.43
+0.04% return
-2.93
-3.01% return
-4.46
-16.53% return
-5.57
-10.01% return
7 portfolios with a 1M track record Β· minimum 3 trades to qualify