What’s the Sortino ratio? A downside risk-adjusted metric. YTD is also a biased way of looking at markets. Better to use an anchor in reversion lows like the Mar’20 low.
Discussion
Good question, I have no idea 😂
What’s the Sortino ratio? A downside risk-adjusted metric. YTD is also a biased way of looking at markets. Better to use an anchor in reversion lows like the Mar’20 low.
Good question, I have no idea 😂