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Sharpe vs Sortino Ratio | Differences Explained
1:46
YouTubeJames Bachini
Sharpe vs Sortino Ratio | Differences Explained
👍 help grow the channel, hit the like button 👍 Frank Sortino was a finance professor at San Francisco State University who found that the widely used Sharpe ratio wasn't accurately measuring the risk adjusted returns for his investments. He noticed that the sharpe ratio penalises upside and downside volatility equally whereas his research ...
22.8K viewsApr 13, 2021
Sortino ratio Definition
What is Sortino Ratio? | Measure of Mutual Fund Risk | Sortino Ratio explained by Yadnya
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What is Sortino Ratio? | Measure of Mutual Fund Risk | Sortino Ratio explained by Yadnya
YouTubeYadnya Investment Academy
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