8. Sortino Ratio (LO1, CFA7) The primary difference between the Sharpe ratio and the Sortino ratio is
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8. Sortino Ratio (LO1, CFA7) The primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers:
a. Total volatility.
b. Only systematic risk.
c. Only upside volatility.
d. Only downside volatility.
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Related Book For
Fundamentals Of Investments Valuation And Management
ISBN: 9781260013979
9th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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