sortino-ratio
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Sortino ratio
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# Sortino Ratio
A Javascript implementation of the [Sortino Ratio](https://en.wikipedia.org/wiki/Sortino_ratio).
Further details about this calculation can be found [here](http://www.sunrisecapital.com/wp-content/uploads/2014/06/Futures_Mag_Sortino_0213.pdf).
## Installation
``` bash
npm install --save-dev sortino-ratio
```
## Usage
```javascript
const return_values = [2, 1, -1, 18, 8, -2, 1, -1]
sortino(return_values)
// 3.7527767497325675
```