Sharpe Ratio vs Sortino Ratio | Which One is The Best?

  Рет қаралды 38

Sergio Barrientos

Sergio Barrientos

Күн бұрын

In this video, you will learn two of the most used performance indicators in the portfolio management industry: the Sharpe ratio and the Sortino ratio.
You can use both of them to analyze which portfolio manager is doing better and also if you believe the modern portfolio theory can help you invest better, you can use these ratios to improve your portfolio risk/return metrics.
The spreadsheet used in this video can be downloaded in the following link:
drive.google.c...
If you have any question or problem, please comment down below, so I can address them asap.
I hope you enjoy this video!
⚠️ Disclaimer
Copyright Disclaimer under Section 107 of the copyright act 1976, allowance is made for fair use for purposes such as criticism, comment, news reporting, scholarship, and research. Fair use is a use permitted by copyright statute that might otherwise be infringing.

Пікірлер
🚨 YOU'RE VISUALIZING YOUR DATA WRONG. And Here's Why...
17:11
Adam Finer - Learn BI Online
Рет қаралды 165 М.
This is how I ACTUALLY analyze data using Excel
24:05
Mo Chen
Рет қаралды 212 М.
Will A Guitar Boat Hold My Weight?
00:20
MrBeast
Рет қаралды 227 МЛН
Win This Dodgeball Game or DIE…
00:36
Alan Chikin Chow
Рет қаралды 31 МЛН
Electric Flying Bird with Hanging Wire Automatic for Ceiling Parrot
00:15
OneNote as a Second Brain (What You're Missing)
32:32
Tiago Forte
Рет қаралды 177 М.
BlackRock: The Conspiracies You Don’t Know
15:13
More Perfect Union
Рет қаралды 1,4 МЛН
Generative AI in a Nutshell - how to survive and thrive in the age of AI
17:57
Billion dollar behaviours - Rory Sutherland
20:38
Nudgestock
Рет қаралды 118 М.
Postgres just got even faster
26:42
Hussein Nasser
Рет қаралды 28 М.
Turns out REST APIs weren't the answer (and that's OK!)
10:38
Dylan Beattie
Рет қаралды 159 М.
Think Fast, Talk Smart: Communication Techniques
58:20
Stanford Graduate School of Business
Рет қаралды 40 МЛН
Will A Guitar Boat Hold My Weight?
00:20
MrBeast
Рет қаралды 227 МЛН