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 +5
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Project Extending SQ
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Type Feature
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Status New
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Priority Normal
History
eastpeace
26.10.2020 11:29Description 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.
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