Qu'est-ce que 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?
Le ratio de Sortino est préféré pour évaluer les investissements où le risque de baisse est plus préoccupant que la volatilité totale.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Qu'est-ce que 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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