sortino ratio | Sortino ratio

Keyword	CPC	PCC	Volume	Score	Length of keyword
sortino ratio	1.25	0.4	10	25	13
sortino	0.53	0.5	8794	92	7
ratio	0.28	0.5	2613	29	5

Keyword	CPC	PCC	Volume	Score
sortino ratio	0.76	0.7	4988	98
sortino ratio formula	0.1	0.5	5402	72
sortino ratio definition	1.85	0.9	9453	27
sortino ratio excel	0.92	0.5	9912	71
sortino ratio vs sharpe ratio	0.93	0.7	2188	97
sortino ratio python	1.41	0.7	964	51
sortino ratio calculator	2	0.7	2033	13
sortino ratio cfa	1.42	0.8	7910	44
sortino ratio interpretation	0.78	0.3	977	91
sortino ratio in mutual funds	0.52	0.7	2996	81
what is sortino ratio	0.52	0.2	4111	17
what is a good sortino ratio	0.61	0.9	724	63
sharpe and sortino ratio	0.72	0.7	6193	42
what is sortino ratio in mutual fund	0.33	0.2	6276	7
how to calculate sortino ratio	0.11	0.9	1041	43
how to calculate sortino ratio in excel	1.87	0.6	1550	83

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Sortino ratio - Wikipedia
wikipedia.org

https://en.wikipedia.org/wiki/Sortino_ratio

WebThe Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes only those returns falling below a user-specified target or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure ...

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Sortino Ratio: Definition, Formula, Calculation, and Example - Investopedia
investopedia.com

https://www.investopedia.com/terms/s/sortinoratio.asp

WebApr 4, 2024 · The Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility by using the asset's standard deviation of negative portfolio returns—...

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Sortino Ratio - Overview, How To Calculate, When To Use
corporatefinanceinstitute.com

https://corporatefinanceinstitute.com/resources/wealth-management/sortino-ratio-2/

WebSummary. The Sortino ratio is used to determine the risk-adjusted return on investment. It is a refinement of the Sharpe ratio but only penalizes the returns, which have downside risks. To measure the Sortino ratio, start by finding the difference between the weighted mean of return and the risk-free return rate.

DA: 68 PA: 14 MOZ Rank: 74

Sortino Ratio: Formula, Calculator, and Definition
quantifiedstrategies.com

https://www.quantifiedstrategies.com/sortino-ratio/

WebApr 4, 2024 · The Sortino ratio is a financial metric used to evaluate the risk-adjusted return of an investment, portfolio, or trading strategy. It enhances the widely-used Sharpe ratio, focusing on downside risk rather than overall volatility.

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Sortino Ratio | Formula + Calculator - Wall Street Prep
wallstreetprep.com

https://www.wallstreetprep.com/knowledge/sortino-ratio/

WebMar 5, 2024 · Sortino Ratio = (rp – rf) ÷ σd. Where: rp = Portfolio Return. rf = Risk-Free Rate. σd = Downside Deviation. While the portfolio return could be calculated on a forward basis, most investors and academics place more weight on actual, historical results, as opposed to a fund’s hypothetical target returns.

DA: 49 PA: 22 MOZ Rank: 15

What Is the Sortino Ratio? Formula and Example - U.S. News
usnews.com

https://money.usnews.com/investing/articles/what-is-the-sortino-ratio

WebMar 5, 2024 · The Sortino ratio indicates how much risk an investor is taking on with their positions. It has a similar function to the more popular Sharpe ratio, but it is more focused on downside risk,...

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What is the Sortino Ratio and How Do You Use It? - SmartAsset
smartasset.com

https://smartasset.com/investing/sortino-ratio

WebUpdated on May 30, 2023. Written by Rachel Cautero. The Sortino Ratio helps measure the risk-adjusted return of an investment. Both it and the Sharpe Ratio determine an investment’s return through risk-adjusted methods. However, the Sortino Ratio only factors in downside volatility.

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Understand the Sortino Ratio: Formula, Calculation, and …
cheddarflow.com

https://www.cheddarflow.com/blog/understand-the-sortino-ratio-formula-calculation-and-definition/

WebAug 22, 2023 · The Sortino Ratio is a risk-adjusted performance measure that focuses on downside deviation (i.e. the negative movements in market prices), offering more precise returns than other ratios. It can be used to effectively measure and compare the downside risk-adjusted returns of different investments or funds.

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Sortino Ratio - Meaning, Formula, Example, Vs Sharpe Ratio
wallstreetmojo.com

https://www.wallstreetmojo.com/sortino-ratio/

WebApr 9, 2024 · Sortino Ratio Meaning. Sortino ratio is the tool that assesses the performance of an investment for each unit of downside risk involved in the deal. The downside risk is calculated per the loss a portfolio is …

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Sortino Ratio Definition
cach3.com

https://www.investopedia.com.cach3.com/terms/s/sortinoratio.asp.html

WebUpdated Apr 11, 2019. What Is the Sortino Ratio? The Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility by using the asset's standard deviation of negative portfolio returns, called downside deviation, instead of the total standard deviation of portfolio returns.

DA: 77 PA: 38 MOZ Rank: 81