Public portfolios ranked by sortino ratio · YTD · S&P 500 +11.24%
Return per unit of downside volatility (annualised)
Rankings are public. Sign in to open a portfolio or an investor’s profile and see what is behind a number.
1.19
+11.87% return
1.14
+14.67% return
1.08
+12.15% return
0.59
+9.74% return
0.31
+5.65% return
0.21
+4.76% return
-1.38
-19.83% return
7 track records (YTD) · minimum 3 trades or calls to qualify