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3:14
YouTube
Finlingo
Sortino Ratio: How to Calculate the Sortino Ratio
In this video, we use Excel to explain the rationale behind the Sortino Ratio and what makes it so different from its predecessor, the Sharpe Ratio, through its use of a Minimum Acceptable Return (MAR) and a downside deviation. Once we've explained the theory, we work through a CFA-style question on how to calculate a Sortino Ratio. Visit https ...
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