¿Qué es Ratio de Sortino?
Ratio de Sortino 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 “Ratio de Sortino” Used in Practice?
El ratio de Sortino se prefiere cuando el riesgo a la baja es más relevante que la volatilidad total.
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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¿Qué es Ratio de Sortino?
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.
Where can I learn this term for free?
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