Investment

सोर्टिनो अनुपात

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.

Quick answer: 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.

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Quick answer

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.

Why it matters

सोर्टिनो अनुपात 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.

Editorial context

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Questions and answers

Questions and answers

What is सोर्टिनो अनुपात?

In this glossary, सोर्टिनो अनुपात 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 सोर्टिनो अनुपात used in finance?

In finance communication, this term appears in contexts such as: "जहाँ डाउनसाइड रिस्क कुल अस्थिरता से अधिक महत्वपूर्ण हो, वहाँ सॉर्टिनो अनुपात प्राथमिकता पाता है।"

Why does सोर्टिनो अनुपात matter in finance?

सोर्टिनो अनुपात 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 सोर्टिनो अनुपात?

सोर्टिनो अनुपात is mainly used by Financial Analysts, Bankers, and Traders.

What category does सोर्टिनो अनुपात belong to?

In this glossary, सोर्टिनो अनुपात 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.

Definition

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.

Operational example

The Sortino Ratio is preferred when evaluating investments where downside risk is a greater concern than total volatility.

Localized term

सोर्टिनो अनुपात

Localized example

जहाँ डाउनसाइड रिस्क कुल अस्थिरता से अधिक महत्वपूर्ण हो, वहाँ सॉर्टिनो अनुपात प्राथमिकता पाता है।

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Investment

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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