Description Usage Arguments Value Examples

Calculates Sortino ratio from vector of gains or prices. The formula is:
`(mean(gains) - rf) / sd(gains[gains < 0])`

, where `rf`

is some
risk-free rate of return.

1 |

`gains` |
Numeric matrix with 1 column of gains for each investment (can be a vector if there is only one). |

`prices` |
Numeric matrix with 1 column of prices for each investment (can be a vector if there is only one). |

`rf` |
Numeric value. |

Numeric value or vector.

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