Sharpe Vs Sortino Ratio
- Team Kautilya
- 3 days ago
- 1 min read
Sharpe Ratio measures return per unit of total risk , while Sortino Ratio measures return per unit of downside risk, focusing only on negative returns.
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Sharpe Ratio measures return per unit of total risk , while Sortino Ratio measures return per unit of downside risk, focusing only on negative returns.
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