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sortino-ratio

1.0.2 • Public • Published

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]
 
 sortino(return_values)
 // 3.7527767497325675

Versions

Current Tags

  • Version
    Downloads (Last 7 Days)
    • Tag
  • 1.0.2
    13
    • latest

Version History

  • Version
    Downloads (Last 7 Days)
    • Published
  • 1.0.2
    13
  • 1.0.1
    0
  • 1.0.0
    0

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Install

npm i sortino-ratio

Repository

github.com/rd13/sortino-ratio

Homepage

github.com/rd13/sortino-ratio

Weekly Downloads

12

Version

1.0.2

License

MIT

Unpacked Size

10.8 kB

Total Files

6

Last publish

Collaborators

  • rd13
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