Sortino Ratio
A Javascript implementation of the Sortino Ratio.
Further details about this calculation can be found here.
Installation
npm install --save-dev sortino-ratio
Usage
const return_values = 2 1 -1 18 8 -2 1 -1 // 3.7527767497325675sortino-ratio
1.0.2 • Public • PublishedPackage Sidebar
Install
npm i sortino-ratio
Repository
Homepage
Weekly Downloads
2
Version
1.0.2
License
MIT
Unpacked Size
10.8 kB
Total Files
6