Wootrader.com is moving to https://financeboards.com - sign up for a free account.

H
BestScopePeriodSample%ChangeS&P500
1
+GlobalYearTop 5
61.81%
18.35%
-GlobalYearLast 10
-17.4%
18.35%
5
+GlobalYearTop 25
103.52%
17.65%
-GlobalYearLast 10
-16.81%
17.65%
A
+GlobalYearTop 10
68.7%
16.03%
-IndustryMonthLast 25
1.76%
1.26%

Sortino Ratio

A ratio of the excess returns (security returns minus the risk-free returns), divided by the downside deviation.
A large Sortino ratio indicates there is a low probability of a large loss. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



Locked content

This full content is available for membership level Advanced Investor or higher. You can register for a new account now.