Free Registration for Hedge Funds and Investors
HedgeCo.Net - Online Hedge Fund Database and Community

Sign up for our
Hedge Fund Newsletter




HEDGEDUCATION - HEDGE FUND ARTICLES

sortino ratio

Sharpe and Sortino Ratios
By HedgeCo Archives - April 7th, 2008

What is the best way to quantify an investment’s risk? The answer is still open to debate, and the Sharpe and Sortino Ratios reflect two separate camps of thought.
One of the most commonly used measurements of risk is variance, the dispersion of an investment’s returns from their mean. In the calculation of this value, no … Continue Reading