sortino

• Model
• Chart

Calculates the sortino ratio

Source Code: [link]

openbb.qa.sortino(data: pd.DataFrame, target_return: float = 0, window: float = 252, adjusted: bool = False)

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Parameters

Name	Type	Description	Default	Optional
data	pd.DataFrame	selected dataframe	None	False
target_return	float	target return of the asset	0	True
window	float	length of the rolling window	252	True
adjusted	bool	adjust the sortino ratio	False	True

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Returns

Type	Description
pd.DataFrame	sortino ratio

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Plots the sortino ratio

Source Code: [link]

openbb.qa.sortino_chart(data: pd.DataFrame, target_return: float, window: float, adjusted: bool)

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Parameters

Name	Type	Description	Default	Optional
data	pd.DataFrame	selected dataframe	None	False
target_return	float	target return of the asset	None	False
window	float	length of the rolling window	None	False
adjusted	bool	adjust the sortino ratio	None	False

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Returns

This function does not return anything

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