By default, the RadGrid will use the natural sort
order from the DataSource for the non-sorted state of the column, so if are setting the DataSource object of the control with the correct sort order of that column, there should be no problems with it.
However, since this is a string value, the sorting for that column will be based on those string values and it will not be possible to have the sorting as per your requirements.
Regarding a custom sorting criteria, you could refer to the following help article for detailed information and example on this matter, but please note that it is difficult to maintain and to allow multi-column sorting with custom handling: http://docs.telerik.com/devtools/aspnet-ajax/controls/grid/functionality/sorting/applying-custom-sort-criteria
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