Was ist Sortino-Ratio?
Sortino-Ratio A risk-adjusted performance metric that measures the excess return of a portfolio over the risk-free rate relative only to downside deviation, isolating negative volatility.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Sortino-Ratio” Used in Practice?
Das Sortino-Ratio wird bevorzugt bei Anlagen, bei denen das Abwärtsrisiko wichtiger als die Gesamtvolatilität ist.
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Was ist Sortino-Ratio?
A risk-adjusted performance metric that measures the excess return of a portfolio over the risk-free rate relative only to downside deviation, isolating negative volatility.
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