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olatility 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 numerator the difference between the return on
riods, calculate on overage return lot the losing periods, and then measure the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denomina
2 mentions1 same-page
Page ?Same page
olatility 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 numerator the difference between the return on
riods, calculate on overage return for the losing periods, and then measure the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denomina
2 mentions1 same-page
Page ?Same page
olatility 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 numerator the difference between the return on
riods, calculate on overage return for the losing periods, and then measure the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denomina
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2 mentions1 same-page
Page ?Same page
olatility 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 numerator the difference between the return on
riods, calculate on overage return lot the losing periods, and then measure the variation between each losing return and the losing return average). Alkeon uses 3.47% for MAR. Sortino Ratio - The Sortino Ratio is similar to the Shape Ratio. except that instead of using standard deviation as the denomina
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