Sortino ratio,SR,Frank A. Sortino ratio

S	Sortino ratio,SR,Frank A. Sortino ratio
R	expected return,portfolio return
T	target return,minimum acceptable return,MAR,risk-free rate of return,target or required rate of return for the investment strategy under consideration
DR	downside risk,DR,target semideviation,semi standard deviation,the square root of the 2nd lower partial moment

Expected return (R)

Target return (T)

Downside risk (DR)

Sortino ratio (S)

Precision