How is Sortino Ratio Work

How is Sortino Ratio Work?

E

Expert

Verified

This measure avoids upside ‘risk’ completely. Nevertheless, if returns are expected to be normally distributed semi-variance will be statistically noisier than the variance since fewer data points are used into its calculation.

   Related Questions in Financial Management

  • Q : Calculate the rate of return in terms

    Mr. James K. Silber, an avid international investor, only sold a share of Rhone-Poulenc, a French firm, for FF50. The share was bought for FF42 year ago. Now the exchange rate is FF5.80 per U.S. dollar and was FF6.65 per dollar a year ago. Mr. Silber attained

  • Q : Who gave option-pricing ability to the

    Who gave option-pricing ability to the masses?

  • Q : Factors affecting the choice of minimum

    Elucidate the factors which affect the choice of a minimum cash balance amount.

  • Q : List the arguments of FX call or put

    List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S

  • Q : Find QSD and set up

    Company A is a AAA-rated firm wanting to issue five-year FRNs. It determines that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + ½ percent. Specified its asset structure, LIBOR is the preferred index. Comp

  • Q : International monetary system how does

    how does adquate liquidity ensures a good international monetary sustem

  • Q : Conversion ratio 9. Define: a)

    9. Define: a) Conversion ratio b) Conversion value c) Straight bond value in relation to a convertible bond.

  • Q : Illustrates an example of term

    Illustrates an example of term bootstrapping? Answer: know the market prices of bonds all along with one, two three or five years to maturity. So, you are asked to v

  • Q : What is Hedge What is Hedge?

    What is Hedge?

  • Q : Describe the name of volatilities

    Describe the name of volatilities.

©TutorsGlobe All rights reserved 2022-2023.