ConceptSortino Ratio
索提诺比率
与夏普比率类似但仅以下行波动为分母的风险调整后指标，更侧重于衡量投资者所厌恶的亏损波动
Timeline (last 90 days)
Oct 15
The Sortino ratio is an improvement on the Sharpe ratio, using only downside standard deviation as the denominator, which better matches investors' concern about loss volatility.
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