公式或方程式(Formula or Equation)
Sortino ratio,SR,Frank A. Sortino ratio | 索提诺比率,索丁诺比率 |
expected return,portfolio return | 预期收益,预期回报,投资组合收益 |
target return,minimum acceptable return,MAR,risk-free rate of return,target or required rate of return for the investment strategy under consideration | 目标利润,最低可接受回报,无风险回报 |
downside risk,DR,target semideviation,semi standard deviation,the square root of the 2nd lower partial moment | 负面风险,向下风险,下跌风险 |