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Which ETF should you choose if it is most important that you are most concerned about downside risk? R squared Alpha Sharpe Sortino A 100%
Which ETF should you choose if it is most important that you are most concerned about downside risk?
| R squared | Alpha | Sharpe | Sortino | |
| A | 100% | -0.35% | 0.98% | 1.10% |
| B | 90% | -0.50% | 2.70% | 0.25% |
| C | 85% | 1.20% | 1.20% | 2.30% |
| D | 75% | 3.20% | 0.75% | 0.68% |
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Introduction To Finance
Authors: Lawrence J Gitman, Jeff Madura
1st Edition
0201635372, 9780201635379
