DIVY shareholders holding on for at least a year will net more income than these four peers, but only 0.21-1.29% more, and it ...

The Franklin FTSE Japan Hedged ETF has underperformed developed markets this year. Click here to find out why FLJH stock is a ...

In that case, you might prefer to reduce risk by choosing the risk-free asset. Sharpe ratio vs. Sortino ratio The Sortino ratio, created by Frank A. Sortino, is a relative of the Sharpe ratio that ...

Commodity trading is changing rapidly. Rising market risks and unpredictable prices keep business owners vigilant. Many find it challenging to develop reliable strategies to protect profits while ...

A variation of Sharpe ratio, Sortino considers only the downside risk. Unlike Sharpe ratio which considers both good risk and bad risk, Sortino factors only the bad risk. A high Sortino ratio ...

A variation of Sharpe ratio, Sortino considers only the downside risk. Unlike Sharpe ratio which considers both good risk and bad risk, Sortino factors only the bad risk. A high Sortino ratio ...

This is unfair. The Sharpe Ratio punishes what I call “beneficial volatility”. This is why I prefer to use the Sortino Ratio, which focusses only on downside volatility, or as I call it ...

attribution analyses and Sharpe/Sortino ratios) are performance under the Marketing Rule and, therefore, whether net calculations of such metrics are required. The updated Marketing Rule FAQs are ...

For example, certain characteristics such as yield, coupon rate, contribution to return, volatility, sector returns, geographic returns, attribution analysis, and Sharpe and Sortino ratios are ...

Risk-adjusted returns (as measured by Sharpe and Sortino ratios) were also superior. Smaller cash stakes let solid stock-picking, particularly in industrials and consumer cyclicals, drive ...

Our research team assigns Bronze ratings to strategies they’re confident will outperform a relevant index, or most peers, over a market cycle on a risk-adjusted basis. This process seeks healthy ...

Definition: Sortino ratio is the statistical tool that measures the performance of the investment relative to the downward deviation. Unlike Sharpe, it doesn't take into account the total volatility ...