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The Difference Between the Sharpe Ratio and the Sortino Ratio
Sortino ratio (versus Sharpe ratio)
Red Rock Capital - Sortino: A 'Sharper' Ratio - IASG
Harnessing the Power of the Sortino Ratio - FasterCapital
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What is the Sortino Ratio?
Sortino ratio (versus Sharpe ratio)
How to Calculate the Sortino Ratio in Excel – Franklin J. Parker, CFA
The Difference Between the Sharpe Ratio and the Sortino Ratio
The Basics of Sortino Ratio Calculation - MarketXLS
Sharpe Ratio vs Sortino Ratio: Key Differences and Similarities
Helping individual investors feel more in control of their
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