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Risk adjusted performance indexes

MC
Marcus CrahanJune 03, 25 | Posted in General

Hello:

Over what period are risk adjusted performance indexes calculated in "Stock Comparison" tool?

Thanks

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DS
Dmitry ShevchenkoJune 03, 25
The risk adjusted performance values are calculated based on the past 12 months of returns.
MC
Marcus CrahanJune 03, 25

Thanks for clarifying this point.

What is the MAR value assumed when calculating the Sortino ratio for TTM?

DS
Dmitry Shevchenko

10mo ago

By default, we use 0% as the MAR for calculating the Sortino Ratio and all other related indicators, as it’s the most universal value that works uniformly across different markets and geographies. However, you can always adjust this value to what works best for you on the Sortino tool page.
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