#volatility
3 posts tagged ‘volatility’

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

What Are Bollinger Bands? What Happens When the Band Narrows
Turn Bollinger Bands on and you get two lines wrapped around price, widening and narrowing as the chart moves. And almost everyone learns them the same way. "To