Question: he primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers: a. Total volatility. Ob. Only downside volatility. Oc.

he primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers: a. Total volatility. Ob. Only downside volatility. Oc. Only upside volatility. Od. Only systematic risk

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

The primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers: a. Total volatility. b. Only systematic risk. c. Only upside volatility. d. Only downside...

Convert the following code fragment: if (x == 1 || x == 2) switch (ch) { { case 'a': System.out.println("Good"); case 'b': System.out.println("Luck"); } } else if (x == 3 || x == 4) { if (ch 'c' ||...

What is the difference between the Sharpe ratio and the Sortino ratio?

8. Sortino Ratio (LO1, CFA7) The primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers: a. Total volatility. b. Only systematic risk. c. Only upside...

Sortino Ratio (LO1, CFA7)The primary difference between the Sharpe ratio and the Sortino ratio is that the Sortino ratio considers: a. Total volatility. b. Only systematic risk. c. Only upside...

You are deploying a medium-term swing trading strategy. If the TPl changes from +0.6 to -0.2, what is most likely your optimal strategy? Prepare to buy =111 Sell Do nothing Prepare to sell You are...

What is 'Dovish' monetary policy? Perform external research a)The expansion of the money supply. b)The quarantine of high default probability MBS's from the open market. c)FED operations to increase...

Which series has the highest beta. Yellow Green Blue OrangeWhich period could be construed as risk-off' 30 Dow Jones Industrial Average Index . 1W . TVC - USD ~ 033906,80 H34588.68 L33783.55...

\fWhich period could be construed as 'risk-off' Dow Jones Industrial Average Index - 1W . TVC - USD- 033906,80 H34588.68 33783.55 C34299.13 +422.34 (+1.25%) 1050.00 970.00 890.00 833.42 810.00 760.00...

Which series has the highest beta. BraveNewCoin Liquid Index for B 120.0015 100.OCK 80.00x 60.60% 20.00 -10.13% -36.718 Yellow Green Blue OrangeWhich period could be construed as 'risk-off' 30 Dow...

What is concurrent engineering?

The treatment in 16B so far has treated closed-loop control as being about holding a system steady at some desired operating point, by placing the eigenvalues of the state transition matrix. This...

Select all that apply When net income is fluctuating, the auditor should consider basing materiality on Blank _ _ _ _ _ _ Multiple select question. normalized earnings for the past three years a...

Let the vertical cross section ABCDA become trapezoidal by raising B vertically in such a way that the elevations of points D and C are 0m , A is 100m, and B is 130m. Let AD, DC, and BC be...

Having insight into flood risk, both now and in the future is increasingly important as we are experiencing increased incidences of extreme weather conditions. Cape Town residents often experience...

A city's transport provides daily fixed-route transit service to the general public within the city limits and to Cal Poly State Universitys staff and students. The most heavily traveled route...

This table shows the staffing and pay rates of the Marshall City Fire Department: Employee Grade Number in Grade Salary Chief 1 $105,000 Shift Commander 3 70,000 Firefighter 1 12 39,000 Firefighter 2...

1. A beam of neutrons of constant velocity, mass M. (M. 1.67 x 10 * kg) and energy E, is incident on a linear chain of atomic nuclei, arranged in a regular fashion as shown in the figure...

Determine if the overhead allocated to the product relates to a single plantwide overhead rate method, multiple production department factory overhead rate method, or activity-based costing...

What media access control technique does your class use?

Under what circumstances is forward error correction desirable?

During the 1990s, there was intense competition between two technologies (10-Mbps Ethernet and 16-Mbps token ring) for the LAN market. Ethernet was promoted by a consortium of vendors, whereas token...