Calculate the Sortino Ratio with Excel

This Excel spreadsheet calculates the Sortino Ratio for an investment, a measure of risk-adjusted return. Investments that emphasize their Sortino Ratio often try to minimize their losses as a part of their trading strategy.

Calculate the Sharpe Ratio with Excel

This article describes how you can implement the Sharpe Ratio in Excel. As an alternative method, I’ll also give some VBA code that can also be used to calculate the Sharpe Ratio.