Answered By: Barbara Coffey Last Updated: Sep 24, 2019 Views: 66
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
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