Sortino Ratio

Sortino Ratio,

Definition of Sortino Ratio:

  1. You can define Sortino Ratio as, The Sortino Index is a variant of the Sharp Index that distinguishes dangerous fluctuations from aggregate total fluctuations using the standard deviation of the asset's negative profit (downward deviation) asset rather than the total standard deviation. The Sortino index returns an asset or portfolio, reduces the risk-free rate, and then divides that value by the asset loss margin. The report is named after Frank A. Cortino.

    • The Sartino Index differs from the Sharp Index in that it considers only the standard deviation of the negative risk and not the total risk (up + down).
    • Since the Sortino Index focuses only on the negative deviation of portfolio returns for this reason, it is assumed that it provides a better picture of a portfolio's risk-adjusted returns, as positive fluctuations are beneficial.
    • The Sortino Index is a useful way for investors, analysts and portfolio managers to evaluate the performance of a particular negative risk investment.

Literal Meanings of Sortino Ratio

Ratio:

Meanings of Ratio:
  1. A quantitative relationship between two quantities that indicates how many times one value is included or the other quantity is included.

  2. The relative value of silver and gold in the bimetallic monetary system.

Sentences of Ratio
  1. We refer to the death rate as a fraction of a percentage rather than a percentage.

  2. The aspect ratio is the relationship between the width of the tire and the height of the sidewall.

  3. It's easy to see what happens when we plan a relationship on a graph.

  4. The adjusted difficulty ratio was calculated using logistic regression, while the adjusted hedge ratio was calculated using the normal linear model.

  5. Numerous logistic regression analyzes were used to calculate the difficulty ratio adjusted for the failure rate.

  6. As a result of high male mortality rates, the sex ratio of men and women decreases with age.

  7. Therefore, we estimate the standard risk indicator.

  8. Furthermore, nitrogen metabolism increases the molecular ratio of amino nitrogen released into the tissues of the branch.

  9. Controlled crosses (non-infected men vs. non-infected families) resulted in deterioration of normal family size and gender relations between women.

  10. The chlorophyll / carotenoid molar ratio is significantly reduced.

  11. The bank's equity ratio stood at 1.72%.

Synonyms of Ratio

relationship, quantitative relation, comparative number, correspondence, balance, comparative extent, correlation