1.0.2 • Published 6 years ago
sortino-ratio v1.0.2
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