Answered By: Bobray Bordelon
Last Updated: Jul 03, 2023     Views: 486


Sharpe ratio = (Return of portfolio-Risk Free rate)/ Standard deviation of portfolio’s excess return

Sortino Ratio is a variant of the Sharpe Ratio where the standard deviation of the portfolio’s excess return is replaced with the standard deviation of the downside.

Use Bloomberg – Fund ticker <equity> DES 


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