Implement Sortino ratio for portfolio

[dpapakyriak]

I implemented an initial attempt for the sorting ratio, as asked in issue #401. In order to achieve this, I initially implemented a function to calculate the downside deviation for all assets. Then, I made the sorting_ratio() function to return the sorting ratio for a given portfolio. This is a draft, please review and contact me via email to fix any issues and/or any additional documentation.

[robertmartin8]

I'm not merging this for now for a couple of reasons:

1. I think there are probably much more efficient vectorised ways of computing downside deviation, something along the lines of a[a<thresh].std().
2. Variable name conventions: PyPortfolioOpt uses snake_case as per PEP8

[chriss1245]

Is there any update related to this topic?
I consider this feature may be very interesting