Sortino Ratio投票结果

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Sortino Ratio讨论

Mar 28, 2022 at 11:25
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会员从Mar 25, 2022开始   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

会员从Aug 06, 2012开始   3帖子
Mar 28, 2022 at 11:45
sharpe is useless
会员从Mar 25, 2022开始   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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