# Shrpe and sortino on Value Research

**URL:** https://tradingqna.com/t/shrpe-and-sortino-on-value-research/54775
**Category:** General
**Created:** [February 14, 2019, 7:33am UTC](https://tradingqna.com/t/shrpe-and-sortino-on-value-research/54775 "2019-02-14T07:33:12Z")
**Posts on this page:** 2
**Page:** 1

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### Author: ![abhas\_singh](https://tradingqna.com/user_avatar/tradingqna.com/abhas_singh/32/18278_2.png) [@abhas\_singh](https://tradingqna.com/u/abhas_singh)
#### Post date: [February 14, 2019, 7:33am UTC](https://tradingqna.com/t/shrpe-and-sortino-on-value-research/54775/1 "2019-02-14T07:33:12Z")

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Value research provides sharpe ratio and sortino ratio data for different funds on its website and says the data is for “till jan 31 2019” for example. So is it calculated average from inception of fund or just for the last year ?  
@Bhuvan

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### Author: ![Bhuvan](https://tradingqna.com/user_avatar/tradingqna.com/bhuvan/32/843_2.png) [@Bhuvan](https://tradingqna.com/u/Bhuvan)
#### Post date: [February 15, 2019, 5:15am UTC](https://tradingqna.com/t/shrpe-and-sortino-on-value-research/54775/2 "2019-02-15T05:15:00Z")

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> [@abhas\_singh](#):
>
> Value research provides sharpe ratio and sortino ratio data for different funds on its website and says the data is for “till jan 31 2019” for example. So is it calculated average from inception of fund or just for the last year ?  
> @Bhuvanesh

You can check the factsheet narrations which show the basis of calculation. But yes, the default should be annualized.