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Investment

Tỷ lệ Sortino

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

Tỷ lệ Sortino 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 Tỷ lệ Sortino?

In this glossary, Tỷ lệ Sortino 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 Tỷ lệ Sortino used in finance?

In finance communication, this term appears in contexts such as: "Tỷ lệ Sortino được ưu tiên dùng khi rủi ro giảm giá quan trọng hơn biến động tổng thể."

Why does Tỷ lệ Sortino matter in finance?

Tỷ lệ Sortino 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 Tỷ lệ Sortino?

Tỷ lệ Sortino is mainly used by Financial Analysts, Bankers, and Traders.

What category does Tỷ lệ Sortino belong to?

In this glossary, Tỷ lệ Sortino 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

Tỷ lệ Sortino

Localized example

Tỷ lệ Sortino được ưu tiên dùng khi rủi ro giảm giá quan trọng hơn biến động tổng thể.

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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