索提诺比率,索丁诺比率

公式或方程式(Formula or Equation)

索提诺比率,索丁诺比率 formula,equation,calculator
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

计算器(Calculator)(how to use calculator?)

索提诺比率,索丁诺比率 formula,equation,calculator
预期收益 (R)
目标利润 (T)
负面风险 (DR)
索提诺比率 (S)
Precision

参考文献(References)

  1. Wikipedia article: Sortino ratio.

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