A higher Sortino ratio can indicate a good return relative to the risk taken. The Sortino ratio focuses on downside volatility, while the Sharpe ratio considers both upside and downside volatility in ...
You may have heard people say that investing involves a tradeoff between risk vs. return. And that’s typically true. Investors usually need to take on greater risk to achieve higher returns. But what ...
Every investor wants to earn more money from their portfolio, but putting money into stocks and even funds can be risky. The Sortino ratio indicates how much risk an investor is taking on with their ...