Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial metric
|
| gptkbp:appliesTo |
mutual funds
hedge funds investment portfolios |
| gptkbp:category |
performance measure
|
| gptkbp:distinctFrom |
gptkb:Sharpe_ratio
|
| gptkbp:downsideDeviation |
standard deviation of negative asset returns
|
| gptkbp:focusesOn |
downside risk
|
| gptkbp:form |
(Return - Risk-free rate) / Downside deviation
|
| https://www.w3.org/2000/01/rdf-schema#label |
Sortino ratio
|
| gptkbp:measures |
risk-adjusted return
|
| gptkbp:namedAfter |
gptkb:Frank_A._Sortino
|
| gptkbp:usedBy |
investors
fund managers |
| gptkbp:usedIn |
portfolio management
|
| gptkbp:valuation |
better risk-adjusted performance
|
| gptkbp:bfsParent |
gptkb:Sharpe_ratio
|
| gptkbp:bfsLayer |
6
|