Articles tagged “Sortino Ratio”
2 articles.
- Sortino ratio in mutual fund performance
The Sortino ratio is a risk-adjusted return measure similar to Sharpe ratio but using only downside deviation (not total volatility). Covers the formula, …
- Sortino ratio in mutual funds
The Sortino ratio is a risk-adjusted performance measure that divides excess return by downside deviation, the standard deviation of only negative returns, …