The primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers:

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a. Total volatility.

b. Only systematic risk.

c. Only upside volatility.

d. Only downside volatility.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Dec 30, 2023 02:09 AM

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The primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers:

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Fundamentals Of Investments Valuation And Management

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