A higher Sortino ratio can indicate a good return relative to the risk taken. The Sortino ratio focuses on downside volatility, while the Sharpe ratio considers both upside and downside volatility in ...

The Sortino ratio aims to provide a snapshot of how a fund has balanced risk and reward by focusing specifically on downside volatility. Recently, we discussed how you can use the Sharpe ratio to ...

The K-Ratio measures the consistency and quality of an investment's returns over time, providing more detail than traditional metrics like the Sharpe ratio. It evaluates risk-adjusted performance by ...