Question
Why is the Sortino Ratio considered better than Sharpe Ratio A)It doesn't punish upside volatility. B)Omega Ratio is better. C)The denominator for Sharpe ratio uses
Why is the Sortino Ratio considered "better" than Sharpe Ratio A)It doesn't punish upside volatility. B)Omega Ratio is better. C)The denominator for Sharpe ratio uses downside volatility. D)Sharpe ratio rewards upside volatility. E)They are the same thing.
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Fundamentals of Investments Valuation and Management
Authors: Bradford Jordan, Thomas Miller
7th edition
978-0078096785, 78096782, 978-0077861636, 77861639, 978-0078115660
