Sortino Ratio
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Sortino Ratio

A variation on the Sharpe ratio that measures the risk-adjusted return on an investment. The Sortino ratio considers the possibility that an investment will fall below the required rate of return, rather than volatility in general. It is calculated as follows:

Sortino Ratio = (Realized return - Required return) / Downside risk.

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Sortino Ratio (redirected from Sortino Ratios)

Sortino Ratio
(redirected from Sortino Ratios)