Sortino Ratio
A variant of the Sharpe ratio that measures return only against downside volatility, ignoring upside swings.
The Sortino ratio refines the Sharpe ratio by penalising only downside deviation — the volatility of negative returns — rather than total volatility. The logic is that investors do not mind upside surprises; they only care about losses.
A high Sortino with a lower Sharpe suggests a strategy whose volatility is mostly to the upside. endeavr.ai surfaces both so you can tell the difference.