which ratio uses downside deviation: Calculating Sortino Ratio in Forex

Содержание Sortino Ratio Formula Market Dashboard Sortino Ratio overview The Difference Between the Sharpe Ratio and the Sortino Ratio Why forex traders use Sortino Ratio It is the user’s job to determine the minimum acceptable return breakpoint when measuring downside risk. Two commonly used MAR values are the risk-free rate and a hard-target value such […]