How to measure your risk-adjusted returns with the Sortino ratio

The Sortino ratio tells you the risk-adjusted return of an investment. It is similar to the Sharpe ratio , except it only considers “downside deviation”.
In other words, it only uses the asset's standard deviation of negative returns.
Investors consider it a better measure of an asset's risk-adjusted performance since positive volatility is a benefit.
If you’re investing or trading, you might want to consider the Sortino ratio as one of your performance metrics.
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[@yellowboat8773]

Thanks mate, volume is low

[@pyquantnews]

I'll fix it next time around.