What is the difference between the Sharpe ratio and the Sortino ratio?
Question:
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 62% (16 reviews)
The Sharpe ratio uses total deviation from the mean while the S...View the full answer
Answered By
Jonas Araujo
I have recently received the degree of PhD. In Physics by the Universidade Federal do Maranhão after spending a term in Durham University, as I have been awarded a scholarship from a Brazilian mobility program. During my PhD. I have performed research mainly in Theoretical Physics and published works in distinguished Journals (check my ORCID: https://orcid.org/0000-0002-4324-1184).
During my BSc. I have been awarded a scholarship to study for a year in the University of Evansville, where I have worked in detection-analysis of photon correlations in the the Photonics Laboratory. There I was a tutor in Electromagnetism, Classical Mechanics and Calculus for most of that year (2012).
I am very dedicated, honest and a fast learner, but most of all, I value a job well done.
5.00+
1+ Reviews
10+ Question Solved
Related Book For
Fundamentals of Investments Valuation and Management
ISBN: 978-0078115660
7th edition
Authors: Bradford Jordan, Thomas Miller
Question Posted:
Students also viewed these Accounting questions
-
What is the difference between the current ratio and the acid-test ratio?
-
What is the difference between the current ratio and working capital?
-
What is the difference between the current ratio and the quick ratio? What does each measure?
-
As an agricultural engineer, you must design a trapezoidal open channel to carry irrigation water (Figure). Determine the optimal dimensions to minimize the wetted perimeter for a cross-sectional...
-
What is a joint cost? How are joint costs usually allocated among the products produced from them?
-
Resset Co. provides the following results of Aprils operations: F indicates favorable and U indicates unfavorable. Applying the management by exception approach, which of the variances are of...
-
The finite difference method requires the use of finite difference approximations in a. governing differential equation only b. boundary conditions only c. governing differential equation as well as...
-
The trial balance of Pollard Company at the end of its fiscal year, August 31, 2012, includes these accounts: Beginning Inventory $18,700; Purchases $154,000; Sales Revenue $190,000; Freight-in...
-
2. Your teacher gives you a spring-loaded projectile launcher that launches a small steel marble at a range of angles from 0 to 90 above the horizontal. Your teacher instructs you to design and...
-
You are the director of ACSA. You have been asked to give Diana Bishop some informal advice about how to improve the performance of the relationship consultants so that they work more effectively as...
-
Suppose that two investments have the same alpha. What things might you consider to help you determine which investment to choose?
-
Suppose the initial margin on heating oil futures is $8,400, the maintenance margin is $7,200 per contract, and you establish a long position of 10 contracts today, where each contract represents...
-
At the end of May, the job cost sheets at Cool Pool show the following costs accumulated on three jobs. Additional information a. Job 8 was started in April, and the following costs were assigned to...
-
Durham Limited had an authorised capital of 200,000 divided into 100,000 ordinary shares of 1 each and 200,000 8 per cent preference shares of 50p each. The following balances remained in the...
-
Grant and Herd are in partnership sharing profits and losses in the ratio 3 to 2. The following information relates to the year to 31 December 2015: 1 The partnership agreement allows for Herd to be...
-
Upon graduation, Jeffrey Feldhusen borrows $15,000 to finance a late model used car. The loan is made by a family member who wishes to have equal annual payments at 9 percent over 4 years. a. How...
-
The file HybridSales contains the number of domestic and imported hybrid vehicles sold in the United States from 1999 to 2016. You want to be able to predict the number of domestic and imported...
-
Draw a graph of the Lee familys supply of loanable funds curve. In 2020, the Lee family had disposable income of $80,000, wealth of $140,000, and an expected future income of $80,000 a year. At a...
-
What are the two types of mutual exclusion in role-based access control?
-
In order to get an idea on current buying trends, a real estate agent collects data on 10 recent house sales in the area. Specifically, she notes the number of bedrooms in each house as follows: a....
-
A stock with a current price of $58 has a put option available with a strike price of $55. The stock will move up by a factor of 1.13 or down by a factor of 0.88 over the next period and the...
-
A stock is currently priced at $74 and will move up by a factor of 1.20 or down by a factor of 0.80 over the next period. The risk-free rate of interest is 4.2 percent. What is the value of a call...
-
A stock is currently priced at $74 and will move up by a factor of 1.20 or down by a factor of 0.80 over the next period. The risk-free rate of interest is 4.2 percent. What is the value of a call...
-
The following information relates to production activities of Mercer Manufacturing for the year. Actual direct materials used 16,800 pounds at $4.45 per pound Actual direct labor used 17,435 hours at...
-
The bond market is the largest global financial market. Corporations, municipalities, and governments need to raise funds constantly, and debt is one of the easiest and cheapest ways to do it. Equity...
-
Elbow Bend Hotel Rooms Information Total Rooms=100 Deluxe room=40 Executive rooms= 50 Suites= 10 Suites are 100% sold every month and the other two categories split the rest of the rooms sold...
Study smarter with the SolutionInn App