Question: From March 08, 2022 to December 25, 2022, what is Bank of America's Sortino Ratio? (Default target return is 0; annualized (US standard uses arithmetic mean return); 252 trading days per year) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: Sortino = (AnnRet - rf) / \sqrt{DD^2 * 252}
Data:
date,close
2022-03-07,38.34000015258789
2022-03-08,38.59000015258789
2022-03-09,41.040000915527344
2022-03-10,40.66999816894531
2022-03-11,40.33000183105469
2022-03-14,41.20000076293945
2022-03-15,41.5
2022-03-16,42.79999923706055
2022-03-17,43.02999877929688
2022-03-18,42.900001525878906
2022-03-21,42.84000015258789
2022-03-22,44.18000030517578
2022-03-23,43.09000015258789
2022-03-24,43.06999969482422
2022-03-25,43.72999954223633
2022-03-28,43.54999923706055
2022-03-29,43.43999862670898
2022-03-30,43.0
2022-03-31,41.220001220703125
2022-04-01,40.900001525878906
2022-04-04,40.83000183105469
2022-04-05,40.13999938964844
2022-04-06,39.70000076293945
2022-04-07,39.38999938964844
2022-04-08,39.66999816894531
2022-04-11,39.59000015258789
2022-04-12,39.16999816894531
2022-04-13,38.81999969482422
2022-04-14,37.56999969482422
2022-04-18,38.84999847412109
2022-04-19,39.56999969482422
2022-04-20,39.65999984741211
2022-04-21,38.90999984741211
2022-04-22,37.560001373291016
2022-04-25,37.290000915527344
2022-04-26,36.45000076293945
2022-04-27,36.25
2022-04-28,36.810001373291016
2022-04-29,35.68000030517578
2022-05-02,36.13999938964844
2022-05-03,37.130001068115234
2022-05-04,38.619998931884766
2022-05-05,37.540000915527344
2022-05-06,37.45000076293945
2022-05-09,36.369998931884766
2022-05-10,35.7599983215332
2022-05-11,35.56999969482422
2022-05-12,35.06999969482422
2022-05-13,35.16999816894531
2022-05-16,34.810001373291016
2022-05-17,35.9900016784668
2022-05-18,34.880001068115234
2022-05-19,34.45000076293945
2022-05-20,33.86000061035156
2022-05-23,35.869998931884766
2022-05-24,35.650001525878906
2022-05-25,35.84000015258789
2022-05-26,36.66999816894531
2022-05-27,37.02000045776367
2022-05-31,37.20000076293945
2022-06-01,36.66999816894531
2022-06-02,36.70000076293945
2022-06-03,36.18999862670898
2022-06-06,36.150001525878906
2022-06-07,36.34999847412109
2022-06-08,35.88999938964844
2022-06-09,34.5099983215332
2022-06-10,33.16999816894531
2022-06-13,32.02000045776367
2022-06-14,31.459999084472656
2022-06-15,32.04999923706055
2022-06-16,31.850000381469727
2022-06-17,31.920000076293945
2022-06-21,32.849998474121094
2022-06-22,32.599998474121094
2022-06-23,32.08000183105469
2022-06-24,32.310001373291016
2022-06-27,32.349998474121094
2022-06-28,32.2599983215332
2022-06-29,31.86000061035156
2022-06-30,31.1299991607666
2022-07-01,31.559999465942383
2022-07-05,31.239999771118164
2022-07-06,30.979999542236328
2022-07-07,31.86000061035156
2022-07-08,31.790000915527344
2022-07-11,31.459999084472656
2022-07-12,31.36000061035156
2022-07-13,30.84000015258789
2022-07-14,30.1299991607666
2022-07-15,32.25
2022-07-18,32.2599983215332
2022-07-19,33.349998474121094
2022-07-20,33.36000061035156
2022-07-21,33.650001525878906
2022-07-22,33.43000030517578
2022-07-25,33.72999954223633
2022-07-26,33.04999923706055
2022-07-27,33.59000015258789
2022-07-28,33.31999969482422
2022-07-29,33.810001373291016
2022-08-01,33.709999084472656
2022-08-02,33.040000915527344
2022-08-03,33.63999938964844
2022-08-04,33.400001525878906
2022-08-05,33.959999084472656
2022-08-08,33.4900016784668
2022-08-09,33.91999816894531
2022-08-10,35.06999969482422
2022-08-11,35.90999984741211
2022-08-12,36.29999923706055
2022-08-15,36.25
2022-08-16,36.63999938964844
2022-08-17,36.40999984741211
2022-08-18,36.27999877929688
2022-08-19,35.47999954223633
2022-08-22,34.720001220703125
2022-08-23,34.40999984741211
2022-08-24,34.52000045776367
2022-08-25,35.13999938964844
2022-08-26,34.029998779296875
2022-08-29,33.900001525878906
2022-08-30,34.09000015258789
2022-08-31,33.61000061035156
2022-09-01,33.470001220703125
2022-09-02,33.43000030517578
2022-09-06,33.060001373291016
2022-09-07,33.56999969482422
2022-09-08,34.650001525878906
2022-09-09,34.939998626708984
2022-09-12,35.27000045776367
2022-09-13,34.0
2022-09-14,33.869998931884766
2022-09-15,34.5099983215332
2022-09-16,34.119998931884766
2022-09-19,34.689998626708984
2022-09-20,34.16999816894531
2022-09-21,33.150001525878906
2022-09-22,32.5
2022-09-23,31.729999542236328
2022-09-26,31.030000686645508
2022-09-27,30.56999969482422
2022-09-28,31.06999969482422
2022-09-29,30.65999984741211
2022-09-30,30.200000762939453
2022-10-03,31.09000015258789
2022-10-04,32.380001068115234
2022-10-05,31.920000076293945
2022-10-06,31.459999084472656
2022-10-07,30.75
2022-10-10,30.65999984741211
2022-10-11,29.770000457763672
2022-10-12,29.86000061035156
2022-10-13,31.690000534057617
2022-10-14,31.700000762939453
2022-10-17,33.619998931884766
2022-10-18,34.880001068115234
2022-10-19,33.91999816894531
2022-10-20,33.70000076293945
2022-10-21,34.95000076293945
2022-10-24,35.06999969482422
2022-10-25,35.38999938964844
2022-10-26,35.70000076293945
2022-10-27,35.869998931884766
2022-10-28,36.18000030517578
2022-10-31,36.040000915527344
2022-11-01,36.20000076293945
2022-11-02,36.09000015258789
2022-11-03,35.88999938964844
2022-11-04,36.790000915527344
2022-11-07,37.0099983215332
2022-11-08,37.11000061035156
2022-11-09,36.52000045776367
2022-11-10,38.130001068115234
2022-11-11,38.40999984741211
2022-11-14,37.7599983215332
2022-11-15,37.70000076293945
2022-11-16,37.36000061035156
2022-11-17,37.16999816894531
2022-11-18,37.18999862670898
2022-11-21,37.310001373291016
2022-11-22,37.4900016784668
2022-11-23,37.61000061035156
2022-11-25,37.70000076293945
2022-11-28,36.86000061035156
2022-11-29,37.0
2022-11-30,37.84999847412109
2022-12-01,36.54999923706055
2022-12-02,36.08000183105469
2022-12-05,34.470001220703125
2022-12-06,33.0
2022-12-07,32.7400016784668
2022-12-08,32.439998626708984
2022-12-09,32.380001068115234
2022-12-12,32.72999954223633
2022-12-13,32.75
2022-12-14,32.279998779296875
2022-12-15,31.770000457763672
2022-12-16,31.700000762939453
2022-12-19,32.060001373291016
2022-12-20,32.189998626708984
2022-12-21,32.68000030517578
2022-12-22,32.38999938964844
2022-12-23,32.470001220703125

Indicator data:
Answer: -0.7299