#downsiderisk
2 posts tagged ‘downsiderisk’
What Is Maximum Drawdown (MDD)? — Why the Biggest Drop Matters Most
The Sharpe ratio looked at how much it swung; the Sortino at how badly it swung. But both are stories about "average variation." What actually makes an investor
What Is the Sortino Ratio? — Why It Looks at the Downside Alone
Last issue we covered the Sharpe ratio — excess return divided by volatility, showing how much you earned per unit of risk taken. But the Sharpe ratio had one o