Hello,

I want to access and plot Sortino ratio and Sharpe ratio along with the time series of any of the equity/index, I tried looking at the forum but could not get any information. Kindly help in this regard.

Below is a code for Sortino ratio "used by some other analysis software", experts here can get an idea to translate it to an AFL for AB.

Thanks & Regards

```
VectorD ret = TA.Perf(close, 1);
for(int i=0;i<result.Length;i++)
{
int index = i - (int)period[0] + 1;
double avg = 0;
int count = 0;
if(index <= 0)
{
result[i] = double.NaN;
}
else
{
for(int j=index;j<=i;j++)
{
avg = avg + ret[j];
count++;
}
if(count != 0)
{
avg = avg / count;
double dsdv = 0;
for(int j=index;j<=i;j++)
{
if(ret[j] < avg)
{
dsdv = dsdv + Math.Pow(ret[j] - avg, 2);
}
}
dsdv = (Math.Sqrt(dsdv / (count - 1)) * Math.Sqrt(250)) / 100;
double ret1 = Math.Pow(close[i] / close[index-1], (365.5 / (double)count)) - 1;
if(dsdv != 0)
{
result[i] = ret1 / dsdv;
}
}
else
{
result[i] = 0;
}
}
}
cFunctions.SetForwardAndBackwardBars((int)period[0], 0);
```