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

$$\text{SR} = \frac{14.25 - 5.25}{15.65} = \frac{9.00}{15.65} = 0.575$$

Sortino ratio (SOR) = $\frac{\text{average return on the portfolio} - \text{minimum acceptable return}}{\text{standard deviation of returns below MAR}}$

$$\text{SOR} = \frac{14.25 - 5.75}{34.81} = \frac{8.50}{34.81} = 0.244$$

Information ratio = $\frac{\text{average return on the portfolio} - \text{average return on the benchmark}}{\text{tracking error volatility}}$

$$\text{IR} = \frac{14.25 - 13.76}{8.20} = \frac{0.49}{8.20} = 0.0598$$

(Book 1, Module 5.3, LO 5.g)