Sortino ratio formula：Formula & Example
Formula & Example
Sortinoratiocalculationisdonebysubtractingtheinvestmentportfolio'stotalearningsfromtherisk-freerateofreturnandisthendividedbythestandarddeviationofnegativeearnings.。其他文章還包含有：「SortinoRatio:Definition,Formula」、「SortinoRatio」、「SortinoRatio-Overview」、「TheSortinoRatio」、「Sortinoratio」、「WhatIstheSortinoRatio?FormulaandExample」、「SortinoRatio:Formula,Calculation」、「Us...
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Sortino Ratio: Definition, Formula
https://www.investopedia.com
The Sortino ratio improves upon the Sharpe ratio by isolating downside volatility from total volatility by dividing excess return by the downside deviation.
Sortino Ratio
https://www.wallstreetprep.com
The Sortino ratio is calculated by determining the return of a portfolio, subtracting the risk-free rate (rf), and dividing the resulting figure by the implied ...
Sortino Ratio - Overview
https://corporatefinanceinstit
Sortino Ratio = (Average Realized Return – Expected Rate of Return) / Downside Risk Deviation ... The average realized return refers to the weighted mean return ...
The Sortino Ratio
https://rpc.cfainstitute.org
The calculation for the Sortino ratio is as follows: S = (Mean portfolio return – MAR)/. Downside deviation. Because the Sharpe ratio defines risk as standard.
Sortino ratio
https://en.wikipedia.org
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes ...
What Is the Sortino Ratio? Formula and Example
https://money.usnews.com
The Sortino ratio focuses solely on downside volatility, providing a more targeted evaluation of an investment's performance during unfavorable ...
Sortino Ratio: Formula, Calculation
https://brixx.com
The Sortino ratio is calculated by taking the portfolio's excess return over the risk-free rate, and dividing it by the portfolio's downside ...
Using the Sortino Ratio to Gauge Downside Risk
https://www.schwab.com
Here's how that equation would look. Sortino ratio = (Rp – Rf) ÷ Downside deviation. Key: Rp: Investment return (actual or forecast)—this is the ...
Sortino Ratio Calculator
https://www.omnicalculator.com
The smart Sortino ratio calculator is an efficient tool that indicates the return of an investment considering its drawdown risk.