Question: What is the value of Sortino Ratio for Microchip Technology from May 26, 2023 to February 16, 2024? (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
2023-05-25,74.13999938964844
2023-05-26,78.31999969482422
2023-05-30,76.8499984741211
2023-05-31,75.26000213623047
2023-06-01,76.66000366210938
2023-06-02,77.19999694824219
2023-06-05,75.2699966430664
2023-06-06,77.5
2023-06-07,80.98999786376953
2023-06-08,80.75
2023-06-09,80.06999969482422
2023-06-12,82.91999816894531
2023-06-13,85.70999908447266
2023-06-14,86.63999938964844
2023-06-15,85.37000274658203
2023-06-16,85.48999786376953
2023-06-20,84.38999938964844
2023-06-21,82.95999908447266
2023-06-22,83.12000274658203
2023-06-23,81.97000122070312
2023-06-26,82.83999633789062
2023-06-27,86.77999877929688
2023-06-28,85.87999725341797
2023-06-29,86.9800033569336
2023-06-30,89.58999633789062
2023-07-03,90.69000244140624
2023-07-05,88.43000030517578
2023-07-06,86.88999938964844
2023-07-07,86.62000274658203
2023-07-10,88.88999938964844
2023-07-11,88.38999938964844
2023-07-12,90.70999908447266
2023-07-13,92.36000061035156
2023-07-14,89.72000122070312
2023-07-17,92.18000030517578
2023-07-18,93.33999633789062
2023-07-19,91.7300033569336
2023-07-20,88.23999786376953
2023-07-21,89.72000122070312
2023-07-24,88.87000274658203
2023-07-25,90.83999633789062
2023-07-26,88.33000183105469
2023-07-27,90.43000030517578
2023-07-28,93.0999984741211
2023-07-31,93.94000244140624
2023-08-01,93.3499984741211
2023-08-02,90.2699966430664
2023-08-03,89.5199966430664
2023-08-04,83.45999908447266
2023-08-07,84.80999755859375
2023-08-08,84.52999877929688
2023-08-09,84.05999755859375
2023-08-10,83.30999755859375
2023-08-11,81.7699966430664
2023-08-14,83.04000091552734
2023-08-15,80.88999938964844
2023-08-16,79.7699966430664
2023-08-17,79.0999984741211
2023-08-18,79.41000366210938
2023-08-21,80.5199966430664
2023-08-22,80.2300033569336
2023-08-23,80.58999633789062
2023-08-24,77.76000213623047
2023-08-25,79.37000274658203
2023-08-28,80.29000091552734
2023-08-29,81.97000122070312
2023-08-30,81.98999786376953
2023-08-31,81.83999633789062
2023-09-01,82.29000091552734
2023-09-05,81.55999755859375
2023-09-06,81.05999755859375
2023-09-07,79.0999984741211
2023-09-08,78.77999877929688
2023-09-11,79.45999908447266
2023-09-12,78.37000274658203
2023-09-13,78.66999816894531
2023-09-14,80.02999877929688
2023-09-15,77.62999725341797
2023-09-18,77.94999694824219
2023-09-19,77.77999877929688
2023-09-20,76.72000122070312
2023-09-21,76.08999633789062
2023-09-22,77.08000183105469
2023-09-25,77.43000030517578
2023-09-26,76.05000305175781
2023-09-27,76.5
2023-09-28,78.61000061035156
2023-09-29,78.05000305175781
2023-10-02,78.37000274658203
2023-10-03,76.75
2023-10-04,77.7699966430664
2023-10-05,77.3499984741211
2023-10-06,79.54000091552734
2023-10-09,79.43000030517578
2023-10-10,80.77999877929688
2023-10-11,81.2300033569336
2023-10-12,80.51000213623047
2023-10-13,77.45999908447266
2023-10-16,78.94999694824219
2023-10-17,78.91000366210938
2023-10-18,77.98999786376953
2023-10-19,76.79000091552734
2023-10-20,75.36000061035156
2023-10-23,74.38999938964844
2023-10-24,76.02999877929688
2023-10-25,71.37999725341797
2023-10-26,72.76000213623047
2023-10-27,72.26000213623047
2023-10-30,70.66000366210938
2023-10-31,71.29000091552734
2023-11-01,71.04000091552734
2023-11-02,73.5999984741211
2023-11-03,76.43000030517578
2023-11-06,75.12000274658203
2023-11-07,75.30999755859375
2023-11-08,75.36000061035156
2023-11-09,73.69999694824219
2023-11-10,77.55999755859375
2023-11-13,76.62000274658203
2023-11-14,81.27999877929688
2023-11-15,82.5
2023-11-16,82.16000366210938
2023-11-17,83.52999877929688
2023-11-20,84.70999908447266
2023-11-21,82.51000213623047
2023-11-22,82.45999908447266
2023-11-24,83.26000213623047
2023-11-27,81.76000213623047
2023-11-28,81.81999969482422
2023-11-29,82.9800033569336
2023-11-30,83.44000244140625
2023-12-01,84.66000366210938
2023-12-04,84.48999786376953
2023-12-05,83.55000305175781
2023-12-06,83.62000274658203
2023-12-07,85.80999755859375
2023-12-08,86.08000183105469
2023-12-11,88.91000366210938
2023-12-12,89.2300033569336
2023-12-13,89.86000061035156
2023-12-14,92.95999908447266
2023-12-15,92.1999969482422
2023-12-18,91.30999755859376
2023-12-19,91.38999938964844
2023-12-20,88.55000305175781
2023-12-21,89.87999725341797
2023-12-22,90.19000244140624
2023-12-26,91.30999755859376
2023-12-27,91.12000274658205
2023-12-28,90.83999633789062
2023-12-29,90.18000030517578
2024-01-02,86.55999755859375
2024-01-03,84.56999969482422
2024-01-04,83.4000015258789
2024-01-05,83.98999786376953
2024-01-08,85.63999938964844
2024-01-09,85.33999633789062
2024-01-10,85.44000244140625
2024-01-11,85.69999694824219
2024-01-12,85.41000366210938
2024-01-16,85.16000366210938
2024-01-17,83.33999633789062
2024-01-18,86.16000366210938
2024-01-19,89.44000244140625
2024-01-22,90.73999786376952
2024-01-23,91.98999786376952
2024-01-24,90.55999755859376
2024-01-25,89.6500015258789
2024-01-26,86.91999816894531
2024-01-29,87.2300033569336
2024-01-30,85.95999908447266
2024-01-31,85.18000030517578
2024-02-01,85.6500015258789
2024-02-02,84.29000091552734
2024-02-05,85.45999908447266
2024-02-06,83.25
2024-02-07,83.30999755859375
2024-02-08,84.3499984741211
2024-02-09,85.44000244140625
2024-02-12,83.94999694824219
2024-02-13,80.66999816894531
2024-02-14,80.58000183105469
2024-02-15,82.51000213623047
2024-02-16,81.61000061035156

Indicator data:
Answer: 0.8394