Public portfolios ranked by sortino ratio · 1M · S&P 500 -0.91%
Return per unit of downside volatility (annualised)
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3.02
+8.44% return
1.79
+3.93% return
0.76
+0.85% return
-1.82
-0.94% return
-1.91
-3.26% return
-3.54
-2.49% return
-3.75
-3.91% return
-4.26
-4.79% return
-4.57
-3.81% return
-7.06
-9.89% return
10 track records (1M) · minimum 3 trades or calls to qualify