Sortino Ratio投票結果

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Sortino Ratio討論

Mar 28, 2022 at 11:25
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會員從Mar 25, 2022開始   8帖子
Mar 28, 2022 at 11:25
Hi,

Would it be possible to please add the Sortino Ratio alongside the Sharpe Ratio as both are relevant (Sortino actually more relevant) to portfolio management?

Thanks

會員從Aug 06, 2012開始   3帖子
Mar 28, 2022 at 11:45
sharpe is useless
會員從Mar 25, 2022開始   8帖子
Mar 28, 2022 at 12:38
karik posted:
sharpe is useless
I mean it's far less important or correct when using a pullback strategy, in my opinion.
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