Answered By: Barbara Coffey Last Updated: Sep 24, 2019 Views: 66
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
Chat with a Librarian
Text a Librarian
Text (609) 277-3245 to get live help on your mobile phone (available the same hours as the Chat service)
Email a Librarian
Call a Librarian
Call (609) 258-5964 to speak to a reference librarian during most open hours of the Libraries.