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Sharpes and Treynors. Which measure are you most likely to use ? What benchmark would you choose to compare the performance? The use of the
Sharpes and Treynors. Which measure are you most likely to use ? What benchmark would you choose to compare the performance?
The use of the Sharpes ratio has been more mainstream. Sortinos is rarely mentioned in undergrad textbooks; however, it is used by practitioners. Sortinos Ratio is only penalizing for harmful volatility. In your opinion, do you think it would be appropriate to utilize this ratio? Would you use it to evaluate ?
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