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Minimum Acceptable Return

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How Minimum Acceptable Return Works

This setting allows you to enter the minimum acceptable return that you want to use for the for the Downside Deviation and Sortino Ratio calculations. It measures the negative divergence by looking at the standard deviation of only returns that fall below your designated deviation.

You can use this setting to set the threshold for what you want to evaluate below. For example, you can look at only returns below 3%, and then review how volatile those returns were. Passive investors might set the benchmark as the minimum acceptable return.

In Dynamic Reports

For example, when Minimum acceptable return is set to 0.00%, you see:

When Minimum acceptable return is set to 2.00%, you see:

In PDF Reports

Functionality is the same in the PDF report templates as in dynamic reports.

Reports With This Setting

Performance Reports

• Account Analytics