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What is Sortino Ratio? | Measure of Mutual Fund Risk | Sortino Ratio explained by Yadnya
4:09
YouTubeYadnya Investment Academy
What is Sortino Ratio? | Measure of Mutual Fund Risk | Sortino Ratio explained by Yadnya
The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes only those returns falling below a user-specified target or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Yadnya Book - 108 Questions ...
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