Calculating Sortino Ration (Downside Deviation)
TimH wrote:
I believe this will return the STDEV if it is below a certain level. What
I'm looking for is to calulate the STDEV of only those values below a certain
level. For example. Let's say the dataset is 6%, 8%, 3%, 2%, 9%,-4%. And
the MAR is 5%. I want to calculate the STDEV(3%, 2%, -4%) that is, only
those values below 5% other values are excluded.
With your data in A1:A6, array-enter the following:
=STDEV(IF(A1:A6<0.05,A1:A6,""))
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