What is a good Sharpe Ratio in the Indian context?

A Sharpe Ratio above 1.0 is generally considered good, indicating that the fund is delivering meaningful excess returns relative to its volatility.

Why is the Sortino Ratio more popular with some investors?

The Sortino Ratio only penalizes 'bad' volatility (downside price movements). Since investors don't mind 'good' volatility (upside price movements), Sortino provides a more realistic view of risk.

Where can I find volatility data for mutual funds?

Standard deviation and Beta values are typically listed in the fund's monthly factsheet or on professional research platforms.

Sharpe & Sortino Ratio

Evaluate risk-adjusted performance by comparing fund returns against volatility and downside risk.

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Quick Summary: Sharpe & Sortino Ratio

The Sharpe and Sortino Ratios are essential metrics for measuring risk-adjusted returns. While the Sharpe Ratio compares excess return to total volatility (standard deviation), the Sortino Ratio specifically focuses on 'harmful' downside volatility. A higher ratio indicates that a fund is generating better returns for every unit of risk taken, helping you identify superior portfolio managers in India.

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Regulatory Disclaimer

Last verified May 2026

Statutory Disclosure

Nature:Calculator platform and is NOT a SEBI-registered Investment Adviser. All calculations are indicative.

Risk:"Investments in securities market are subject to market risks. Read all related documents carefully before investing."

Consult a SEBI-registered IA or CA for personalised advice.

9 out of 10 traders in F&O incurred net losses (SEBI 2023). Tax estimates based on IT Act 2025. Trezoriq is not liable for financial decisions based on results.