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d to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stgl be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the n
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate (0.41%) / Standard Devia
2 mentions1 same-page
Page ?Same page
d to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stil be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the n
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate 10.41%) / Standard Devia
2 mentions1 same-page
Page ?Same page
d to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stil be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the n
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate 10.41%) / Standard Devia
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2 mentions1 same-page
Page ?Same page
d to differentiate between "good" and "bad" volatility in the Shape Ratio. If a fund is volatile to the upside [which is generally a good thing) its Sharpe ratio would stgl be low. To quote the Sortino web site: "A comparable downside risk ratio that has come to be called the Sortino ratio has for the n
Sharpe Ratio - Here are two ways of stating the same thing: • The average monthly return minus the monthly risk free rate (we use 0.41%) divided by the Standard Deviation. We take that number and multiply it by the square root of 12 to amvalize it. • ((Average Monthly Return - Risk Free Rate (0.41%) / Standard Devia
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Mutual Connections (5)
Entities connected to both Sharpe and the Standard Deviation
