The Sortino Ratio: Your Smarter Way to Measure Investment Success
What is the Sortino Ratio? Like its cousin, the Sharpe Ratio, the Sortino Ratio assesses risk-adjusted returns. However, the Sortino Ratio has a laser focus on downside risk. Downside risk refers to those unwelcome drops in an investment’s value –… Read More »The Sortino Ratio: Your Smarter Way to Measure Investment Success