A higher Sortino ratio can indicate a good return relative to the risk taken. The Sortino ratio focuses on downside volatility, while the Sharpe ratio considers both upside and downside volatility ...

Adding Bitcoin to a portfolio can enhance diversification and boost key metrics like Sharpe and Sortino Ratios. Click here to ...

Sharpe ratio vs. Sortino ratio The Sortino ratio, created by Frank A. Sortino, is a relative of the Sharpe ratio that accounts more for downside risk. In its calculation, the Sortino ratio still ...

Common approaches to quantifying downside risk include statistical measures like Value at Risk (VaR) and the Sortino Ratio. A financial advisor can help you identify investment opportunities and ...