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.

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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

Sortino Ratio,

How Do You Define Sortino Ratio?

Sortino Ratio means, The Sortino Index is a variation of the Sharp Index that distinguishes dangerous volatility from aggregate volatility based on a standard deviation and a standard deviation of the total profit of the portfolio based on a negative portfolio return (background deviation). The Sortino Index takes a return and / or portfolio and reduces the risk-free rate and then divides that value by the backset margin. This section was named Frank A. Sortino.

  • The sortino ratio differs from the sharp ratio because it takes into account only the standard deviation of the food risk and not the total risk (increase + dose).
  • Here, the Sartino ratio specifically focuses on the denial of performance of the report La Moin's representation, which is based on the best risk-adjusted view of the bearer's performance with positive fluctuations.
  • The Sortino Index is a useful way for investors, investors and portfolio managers to evaluate their investment performance with a specific negative risk.

Literal Meanings of Sortino Ratio

Ratio:

Meanings of Ratio:
  1. A quantitative relationship between two quantities that indicates how many times one value contains or is included in another.

Sentences of Ratio
  1. We refer to all mortality rates as shares, not percentages.

  2. It's easy to see what happens when we build a relationship on a graph.

  3. The adjusted difficulty ratio was calculated using logistic regression, while the adjusted risk ratio was calculated using a common linear model.

  4. Multivariate logistics regression analysis was used to calculate the difficulty ratio adjusted for the failure rate.

  5. As the population ages, male mortality rates lead to a decrease in the sex ratio between men and women.

  6. In addition, nitrogen metabolism increases the molar ratio of amino nitrogen released into the tissues of the branch.

  7. As a result of the control cross (unaffected men vs. unaffected women), normal family size and gender relations for women deteriorated.

  8. Total chlorophyll / carotenoid molar ratio decreased significantly.

  9. We estimated the risk ratio using ■■■ regression with age as a measure of time.

Sortino Ratio,

Sortino Ratio Meanings:

  • Meaning of Sortino Ratio: Will Canton specializes in investment and business legislation and regulation. Prior to that, he held senior positions at Investopedia and Kapitall Wire, and earned an MA and PhD in Economics from the New School for Social Research. Doctor of Philosophy of English Literature from NYU.

    • The Sortino Index differs from the Sharp Index in that it considers only the standard deviation of food risk and not the overall risk (increase + dose).
    • Here, the Sortino Ratio uniquely focuses on the denial of representation performance for Repport la Moyenne, based on the best risk-adjusted approach to Bearer's performance, with the benefit of positive fluctuations.
    • The Sortino Index is a useful way for investors, investors and portfolio managers to evaluate the performance of an investment with a particular negative risk.

Literal Meanings of Sortino Ratio

Ratio:

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

  2. The relative value of silver and gold in the perpetual financial system.

Sentences of Ratio
  1. We report all standard mortality rates as shares, not percent.

  2. It's easy to see what happens when we plot ratios on a graph.

  3. The adjusted difficulty ratio was calculated using logistic regression, while the adjusted risk ratio was calculated using a general linear model.

  4. As the population grows, the increase in male mortality leads to a decrease in the sex ratio between men and women.

  5. In addition, nitrogen metabolism increases the molecular ratio of amino nitrogen released into branch tissues.

  6. Control crosses (unaffected men vs. unaffected women) resulted in normalization of family size and shaky sex for women.

  7. The total chlorophyll / carotenoid molar ratio decreased significantly.