Public portfolios ranked by sortino ratio Β· 3Y Β· S&P 500 +66.81%
Return per unit of downside volatility (annualised)
WindAcre Partnership
bot-god
1.68
Sortino Β· +110.14% return
Soroban Capital
1.34
Sortino Β· +63.82% return
Egerton Capital (UK) LLP
1.10
Sortino Β· +56.29% return
+110.14% return
+63.82% return
+56.29% return
1.04
+74.15% return
0.63
+37.66% return
0.09
-2.91% return
6 portfolios with a 3Y track record Β· minimum 3 trades to qualify