Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial metric
|
| gptkbp:category |
performance measure
|
| gptkbp:contrastsWith |
portfolio return
downside risk |
| gptkbp:distinctFrom |
gptkb:Sharpe_Ratio
|
| gptkbp:favoredBy |
risk-averse investors
|
| gptkbp:focusesOn |
downside deviation
|
| gptkbp:form |
(Portfolio Return - Target Return) / Downside Deviation
|
| https://www.w3.org/2000/01/rdf-schema#label |
Sortino Ratio
|
| gptkbp:ignores |
upside volatility
|
| gptkbp:measures |
risk-adjusted return
|
| gptkbp:namedAfter |
gptkb:Frank_A._Sortino
|
| gptkbp:targetReturnOftenSetTo |
risk-free rate
|
| gptkbp:usedIn |
finance
investment analysis |
| gptkbp:valuation |
better risk-adjusted performance
|
| gptkbp:bfsParent |
gptkb:Sharpe_Ratio
|
| gptkbp:bfsLayer |
7
|