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OpenBB/website/old_content/terminal/qa/so/_index.md
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Co-authored-by: teh_coderer <me@tehcoderer.com>
2022-11-22 14:56:17 -05:00

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usage: so [-t TARGET_RETURN] [-a] [-w WINDOW] [-h]

Provides the sortino ratio of the selected stock.

The sortino ratio is very similar to the sharpe ratio, but different in a crucial way. Sharpe ratio punishes the standard deviation of positive return. The sortino ratio only punishes standard deviation of negative returns. For more, read: http://www.redrockcapital.com/Sortino__A__Sharper__Ratio_Red_Rock_Capital.pdf

optional arguments:
  -t TARGET_RETURN, --target TARGET_RETURN
                        Target return (default: 0)
  -a, --adjusted        If one should adjust the sortino ratio inorder to make it comparable to the sharpe ratio
                        (default: False)
  -w WINDOW, --window WINDOW
                        Rolling window length (default: 252)
  -h, --help            show this help message (default: False)

image