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OpenBB/website/content/sdk/reference/qa/sortino.md
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Co-authored-by: teh_coderer <me@tehcoderer.com>
2022-11-22 16:47:03 +00:00

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title, description
title description
sortino OpenBB SDK Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

sortino

Calculates the sortino ratio

Source Code: [link]

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

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

Returns

Type Description
pd.DataFrame sortino ratio

Plots the sortino ratio

Source Code: [link]

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

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

Returns

This function does not return anything