Assume an investment fund had the following returns (in percent) over the last six years: 6, 12,

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● Assume an investment fund had the following returns (in percent) over the last six years:

6, 12, −3, 8, 2, and 5. What is the Sortino ratio for this investment fund? How does it compare to the Sharpe ratio?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781260013979

9th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Jul 25, 2024 06:04 AM

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Assume an investment fund had the following returns (in percent) over the last six years: 6, 12,

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Fundamentals Of Investments Valuation And Management

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