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 ...

Every investor wants to earn more money from their portfolio, but putting money into stocks and even funds can be risky. The Sortino ratio indicates how much risk an investor is taking on with their ...

Mutual funds have become increasingly popular investments over the past few years and with good reason. They can offer a wide range of options, allowing investors to build a diversified portfolio of ...

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 ...

What Is the Difference Between the Sharpe Ratio and the Sortino Ratio? The Sharpe ratio and the Sortino ratio are both risk-adjusted evaluations of return on investment. The Sharpe ratio indicates how ...