索提诺比率的中文解释
一种衡量投资组合相对表现的方法。与夏普比率(Sharpe Ratio)有相似之处,但索提诺比率运用下档标准差而不是总标准差,以区别不利和有利的波动。
Sortino Ratio的英文解释
A way of measuring the
relativeperformance of an
investment portfolio. Similar to the Sharpe Ratio, but it uses the downside standard deviation rather than the overall standard deviation, to
distinguish between bad and good volatility.