diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py
index 09dd60208..1d2757f8f 100644
--- a/freqtrade/data/metrics.py
+++ b/freqtrade/data/metrics.py
@@ -239,7 +239,7 @@ def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: dateti
 
     down_stdev = np.std(trades.loc[trades['profit_abs'] < 0, 'profit_abs'] / starting_balance)
 
-    if down_stdev != 0:
+    if down_stdev != 0 and not np.isnan(down_stdev):
         sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
     else:
         # Define high (negative) sortino ratio to be clear that this is NOT optimal.