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Sortino ratio and risk free rate

Excel Help for Sortino Ratio And Risk Free Rate in Analyzing Corporate Financial Data


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Sortino Ratio And Risk Free Rate

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Grateful Yes.  The Sortino ratio is implemented to use the risk free rate in the numerator deducted from return and the target rate used in the downside deviation of the denominator.  

To make the Sortino ratio calculate with only the target rate, we can equate the risk free rate to the target return rate.
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