@deprecated(msg=DEPRECATION_WARNING)<EOL>def sortino_ratio(returns, required_return=<NUM_LIT:0>, period=DAILY):
return ep.sortino_ratio(returns, required_return=required_return)<EOL>
Determines the Sortino ratio of a strategy.

Parameters
----------
returns : pd.Series or pd.DataFrame
    Daily returns of the strategy, noncumulative.
    - See full explanation in :func:`~pyfolio.timeseries.cum_returns`.
required_return: float / series
    minimum acceptable return
period : str, optional
    Defines the periodicity of the 'returns' data for purposes of
    annualizing. Can be 'monthly', 'weekly', or 'daily'.
    - Defaults to 'daily'.

Returns
-------
depends on input type
series ==> float
DataFrame ==> np.array

    Annualized Sortino ratio.