What is Sortino-Ratio?
In this glossary, Sortino-Ratio refers to: A risk-adjusted performance metric that measures the excess return of a portfolio over the risk-free rate relative only to downside deviation, isolating negative volatility.
How is Sortino-Ratio used in finance?
In finance communication, this term appears in contexts such as: "Das Sortino-Ratio wird bevorzugt bei Anlagen, bei denen das Abwärtsrisiko wichtiger als die Gesamtvolatilität ist."
Why does Sortino-Ratio matter in finance?
Sortino-Ratio matters because it supports clear communication in Investment contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Who uses Sortino-Ratio?
Sortino-Ratio is mainly used by Financial Analysts, Bankers, and Traders.
What category does Sortino-Ratio belong to?
In this glossary, Sortino-Ratio is grouped under Investment. Related pages in this category explain adjacent procedures, commands and operational concepts.
Where does this definition come from?
This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.
