Question: Calculate Apollo Global Management's Sortino Ratio from June 10, 2022 to May 20, 2023. (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
2022-06-09,56.65999984741211
2022-06-10,54.45000076293945
2022-06-13,50.08000183105469
2022-06-14,49.36000061035156
2022-06-15,50.54999923706055
2022-06-16,46.77999877929688
2022-06-17,48.25
2022-06-21,49.84999847412109
2022-06-22,50.18999862670898
2022-06-23,49.93999862670898
2022-06-24,52.0
2022-06-27,52.380001068115234
2022-06-28,51.27000045776367
2022-06-29,49.68000030517578
2022-06-30,48.47999954223633
2022-07-01,49.2599983215332
2022-07-05,51.06999969482422
2022-07-06,50.2400016784668
2022-07-07,52.310001373291016
2022-07-08,51.560001373291016
2022-07-11,50.70000076293945
2022-07-12,50.709999084472656
2022-07-13,50.29999923706055
2022-07-14,48.66999816894531
2022-07-15,50.84999847412109
2022-07-18,51.29999923706055
2022-07-19,53.06999969482422
2022-07-20,54.18999862670898
2022-07-21,54.58000183105469
2022-07-22,53.93999862670898
2022-07-25,54.040000915527344
2022-07-26,53.54999923706055
2022-07-27,54.83000183105469
2022-07-28,56.5099983215332
2022-07-29,57.09999847412109
2022-08-01,57.119998931884766
2022-08-02,56.40999984741211
2022-08-03,57.22999954223633
2022-08-04,57.9900016784668
2022-08-05,57.52999877929688
2022-08-08,57.41999816894531
2022-08-09,57.900001525878906
2022-08-10,59.9900016784668
2022-08-11,60.88999938964844
2022-08-12,61.0
2022-08-15,61.47999954223633
2022-08-16,60.72999954223633
2022-08-17,59.2400016784668
2022-08-18,59.54999923706055
2022-08-19,58.130001068115234
2022-08-22,57.08000183105469
2022-08-23,58.09000015258789
2022-08-24,58.959999084472656
2022-08-25,60.310001373291016
2022-08-26,56.369998931884766
2022-08-29,55.66999816894531
2022-08-30,54.95000076293945
2022-08-31,55.58000183105469
2022-09-01,54.83000183105469
2022-09-02,55.0
2022-09-06,55.619998931884766
2022-09-07,56.7400016784668
2022-09-08,56.86000061035156
2022-09-09,58.11000061035156
2022-09-12,58.93999862670898
2022-09-13,56.65999984741211
2022-09-14,57.41999816894531
2022-09-15,57.150001525878906
2022-09-16,54.810001373291016
2022-09-19,55.45000076293945
2022-09-20,53.86000061035156
2022-09-21,52.65999984741211
2022-09-22,51.5099983215332
2022-09-23,49.59999847412109
2022-09-26,48.869998931884766
2022-09-27,48.84999847412109
2022-09-28,50.04999923706055
2022-09-29,47.630001068115234
2022-09-30,46.5
2022-10-03,48.93000030517578
2022-10-04,51.93000030517578
2022-10-05,51.630001068115234
2022-10-06,51.0099983215332
2022-10-07,48.77000045776367
2022-10-10,48.54999923706055
2022-10-11,47.68000030517578
2022-10-12,48.29999923706055
2022-10-13,48.560001373291016
2022-10-14,47.36000061035156
2022-10-17,48.91999816894531
2022-10-18,50.25
2022-10-19,49.459999084472656
2022-10-20,49.150001525878906
2022-10-21,51.20000076293945
2022-10-24,51.72999954223633
2022-10-25,54.310001373291016
2022-10-26,54.13999938964844
2022-10-27,54.290000915527344
2022-10-28,55.630001068115234
2022-10-31,55.36000061035156
2022-11-01,57.16999816894531
2022-11-02,59.43000030517578
2022-11-03,60.52999877929688
2022-11-04,62.58000183105469
2022-11-07,63.150001525878906
2022-11-08,63.709999084472656
2022-11-09,61.0099983215332
2022-11-10,64.2300033569336
2022-11-11,65.22000122070312
2022-11-14,62.56999969482422
2022-11-15,64.54000091552734
2022-11-16,62.36000061035156
2022-11-17,61.59000015258789
2022-11-18,61.93999862670898
2022-11-21,62.63999938964844
2022-11-22,64.76000213623047
2022-11-23,65.31999969482422
2022-11-25,66.45999908447266
2022-11-28,65.01000213623047
2022-11-29,65.8499984741211
2022-11-30,69.38999938964844
2022-12-01,69.22000122070312
2022-12-02,68.25
2022-12-05,64.5
2022-12-06,63.2400016784668
2022-12-07,61.38999938964844
2022-12-08,62.83000183105469
2022-12-09,62.880001068115234
2022-12-12,64.06999969482422
2022-12-13,65.44000244140625
2022-12-14,66.08000183105469
2022-12-15,64.05999755859375
2022-12-16,62.5099983215332
2022-12-19,62.33000183105469
2022-12-20,62.70000076293945
2022-12-21,64.54000091552734
2022-12-22,63.77000045776367
2022-12-23,64.25
2022-12-27,63.40999984741211
2022-12-28,62.52000045776367
2022-12-29,63.56999969482422
2022-12-30,63.790000915527344
2023-01-03,62.810001373291016
2023-01-04,64.36000061035156
2023-01-05,62.95000076293945
2023-01-06,64.33000183105469
2023-01-09,65.31999969482422
2023-01-10,66.5199966430664
2023-01-11,67.68000030517578
2023-01-12,68.44000244140625
2023-01-13,69.70999908447266
2023-01-17,69.08999633789062
2023-01-18,68.02999877929688
2023-01-19,65.77999877929688
2023-01-20,67.06999969482422
2023-01-23,68.83999633789062
2023-01-24,67.69999694824219
2023-01-25,67.5999984741211
2023-01-26,70.43000030517578
2023-01-27,70.81999969482422
2023-01-30,69.26000213623047
2023-01-31,70.77999877929688
2023-02-01,72.5199966430664
2023-02-02,72.1500015258789
2023-02-03,73.4000015258789
2023-02-06,72.13999938964844
2023-02-07,73.3499984741211
2023-02-08,73.88999938964844
2023-02-09,68.4000015258789
2023-02-10,70.66000366210938
2023-02-13,71.06999969482422
2023-02-14,71.66000366210938
2023-02-15,72.43000030517578
2023-02-16,72.08999633789062
2023-02-17,71.44000244140625
2023-02-21,69.3499984741211
2023-02-22,70.2699966430664
2023-02-23,71.20999908447266
2023-02-24,70.87000274658203
2023-02-27,70.41999816894531
2023-02-28,70.9000015258789
2023-03-01,71.94000244140625
2023-03-02,72.37999725341797
2023-03-03,73.11000061035156
2023-03-06,72.54000091552734
2023-03-07,71.19999694824219
2023-03-08,71.2300033569336
2023-03-09,67.37000274658203
2023-03-10,60.290000915527344
2023-03-13,58.470001220703125
2023-03-14,59.7599983215332
2023-03-15,57.61000061035156
2023-03-16,58.75
2023-03-17,56.52999877929688
2023-03-20,56.810001373291016
2023-03-21,60.709999084472656
2023-03-22,58.93000030517578
2023-03-23,57.70000076293945
2023-03-24,57.540000915527344
2023-03-27,58.95000076293945
2023-03-28,59.09999847412109
2023-03-29,60.65999984741211
2023-03-30,61.45000076293945
2023-03-31,63.15999984741211
2023-04-03,62.400001525878906
2023-04-04,62.13999938964844
2023-04-05,61.400001525878906
2023-04-06,60.869998931884766
2023-04-10,61.84999847412109
2023-04-11,63.130001068115234
2023-04-12,62.58000183105469
2023-04-13,64.80000305175781
2023-04-14,65.01000213623047
2023-04-17,65.25
2023-04-18,65.33999633789062
2023-04-19,65.80000305175781
2023-04-20,64.29000091552734
2023-04-21,63.540000915527344
2023-04-24,63.29999923706055
2023-04-25,61.630001068115234
2023-04-26,61.380001068115234
2023-04-27,62.68999862670898
2023-04-28,63.38999938964844
2023-05-01,63.720001220703125
2023-05-02,61.2599983215332
2023-05-03,60.93000030517578
2023-05-04,58.040000915527344
2023-05-05,60.52999877929688
2023-05-08,61.83000183105469
2023-05-09,62.2599983215332
2023-05-10,63.63999938964844
2023-05-11,63.720001220703125
2023-05-12,62.5099983215332
2023-05-15,63.18000030517578
2023-05-16,62.040000915527344
2023-05-17,63.41999816894531
2023-05-18,63.7400016784668
2023-05-19,63.84999847412109

Indicator data:
Answer: 0.7022