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The returns to a portfolio over the last 7 years are: Year Portfolio Returns 1 3 % 2 2 % 3 3 % 4 1

The returns to a portfolio over the last 7 years are:
Year
Portfolio Returns
1
3%
2
2%
3
3%
4
12%
5
4%
68%
710%
The risk-free rate is 2.94% per year. Calculate the Sortino ratio. Note, this question asks for the Sortino and not the Sharpe ratio. Enter your answer as a number rather than a percentage. That is, if your answer is 0.92, then enter 0.92 rather than 92%.

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