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XLeratorDLL/financial Documentation

.NET Sortino ratio


SORTINO2
Updated: 31-Mar-2016
Use the .NET function SORTINO2 to calculate the Sortino ratio based upon price data. The Sortino ratio is calculated as the mean difference of the returns (R) and the minimum acceptable return (Rm) divided by the downside deviation.


View .Net SORTINO2 function full documentation...


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