Sharpe Ratio vs Sortino Ratio: Which One Should You Actually Use?
Sharpe counts every swing as risk. Sortino only counts the downside. Here’s the difference, a worked example, and which ratio NRIs should actually trust.
Articles on portfolio risk metrics, asset allocation, and building diversified global portfolios for NRIs.
Sharpe counts every swing as risk. Sortino only counts the downside. Here’s the difference, a worked example, and which ratio NRIs should actually trust.