索提诺比率,索丁诺比率

公式或方程式(Formula or Equation)

Sortino ratio,SR,Frank A. Sortino ratio	索提诺比率,索丁诺比率
expected return,portfolio return	预期收益,预期回报,投资组合收益
target return,minimum acceptable return,MAR,risk-free rate of return,target or required rate of return for the investment strategy under consideration	目标利润,最低可接受回报,无风险回报
downside risk,DR,target semideviation,semi standard deviation,the square root of the 2nd lower partial moment	负面风险,向下风险,下跌风险

计算器(Calculator)(how to use calculator?)

预期收益 (R)

目标利润 (T)

负面风险 (DR)

索提诺比率 (S)

decimalpercent,%, parts per hundredper mil,‰,parts per thousand,per mille,permil,permille,per mill,promillepermyriad,basis point,bp,percentage in point,pip,parts per ten thousand,one-hundredth percentparts per million,ppmparts per billion,ppbparts per trillion,pptparts per quadrillion,ppq

Precision

0 1 2 3 4 5 6 7 8 9

参考文献(References)

1. Wikipedia article: Sortino ratio.