#riskadjustedreturn
2 posts tagged ‘riskadjustedreturn’
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
What Is the Sharpe Ratio? — Why Return Alone Isn't Enough
Two people. One earned 20% in a year, the other 10%. Whose investing was better? Most pick the 20%. But if the one who earned 20% saw their account cut in half