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sortino

Get sortino ratio for portfolio and benchmark selected

Source Code: [link]

openbb.portfolio.metric.sortino(portfolio_engine: portfolio_engine.PortfolioEngine, risk_free_rate: float = 0)

Parameters

NameTypeDescriptionDefaultOptional
portfolio_enginePortfolioEnginePortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.
NoneFalse
risk_free_ratefloatRisk free rate value0True

Returns

TypeDescription
pd.DataFrameDataFrame with sortino ratio for portfolio and benchmark for different periods

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio/holdings_example.xlsx")
output = openbb.portfolio.metric.sortino(p)