Sharpe ratio (SR) = $\frac{\text{average return on portfolio} - \text{risk-free rate}}{\text{standard deviation}}$

(SR) = $\frac{13.75 - 5.35}{16.9} = 0.497$

Sortino ratio (SOR) = $\frac{\text{average return on portfolio} - \text{risk threshold}}{\text{downside deviation}}$

(SOR) = $\frac{13.75 - 5.35}{13.72} = 0.612$

Information ratio (IR) = $\frac{\text{average return on portfolio} - \text{average return on benchmark}}{\text{tracking error}}$

(IR) = $\frac{13.75 - 12.36}{7.21} = 0.192$