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Please add Sortino Ratio for databank column

Here is the  definition of Sortino Ratio.


https://www.investopedia.com/terms/s/sortinoratio.asp


The Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility by using the asset's standard deviation of negative portfolio returns, called downside deviation, instead of the total standard deviation of portfolio returns.





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  • Votes +10
  • Project StrategyQuant X
  • Type Feature
  • Status Moved
  • Priority Normal
  • Assignee None

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e
#1

eastpeace

18.12.2019 14:57

Task created

Rr
#2

Partizanas

18.12.2019 18:18
Voted for this task.
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#3

Stormin_Norman

06.04.2020 09:53
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TM
#4

tmatejka.

10.04.2020 23:53
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m
#5

Mariano

13.04.2020 15:23
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#6

Martin Kysela

10.05.2020 11:52
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e
#7

eastpeace

14.05.2020 11:09
Voted for this task.
e
#8

eastpeace

04.06.2020 09:13

Description changed:

Here is the  definition of Sortino Ratio.


https://www.investopedia.com/terms/s/sortinoratio.asp


The Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility by using the asset's standard deviation of negative portfolio returns, called downside deviation, instead of the total standard deviation of portfolio returns.





MF
#9

Mark Fric

26.10.2020 11:29
Task moved to project SQ Programming, new link to task: https://sq.projectpanel.com/tasks/sqp_0115
AA
#10

AngelDuz

16.04.2021 03:36
Voted for this task.
NS
#11

nicksim80

16.04.2021 04:27
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CG
#12

Chris G

16.04.2021 23:39
Voted for this task.
IN
#13

altenburg90

11.08.2021 04:47
Voted for this task.
Votes: +10

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