Buy Estrace Without Prescription » The Lowest Pharmacy offers, we accept MasterCard,Visa. http://thecuriousinvestor.com/2007/10/03/sortino-ratio/ A stock market and investing blog for the curious Mon, 15 Aug 2011 17:49:19 +0000 hourly 1 http://wordpress.org/?v=3.3.2 Buy Estrace Without Prescription » The Lowest Pharmacy offers, we accept MasterCard,Visa. http://thecuriousinvestor.com/2007/10/03/sortino-ratio/comment-page-1/#comment-37153 Sim Con Mon, 15 Aug 2011 17:49:19 +0000 http://thecuriousinvestor.com/2007/10/03/sortino-ratio/#comment-37153 @David Erickson - you can calculate the investment weights in a portfolio that maximizes the Sharpe or the Sortino Ratio with the spreadsheet at http://investexcel.net/216/calculating-a-sharpe-optimal-portfolio-with-excel/ @David Erickson – you can calculate the investment weights in a portfolio that maximizes the Sharpe or the Sortino Ratio with the spreadsheet at http://investexcel.net/216/calculating-a-sharpe-optimal-portfolio-with-excel/

]]> Buy Estrace Without Prescription » The Lowest Pharmacy offers, we accept MasterCard,Visa. http://thecuriousinvestor.com/2007/10/03/sortino-ratio/comment-page-1/#comment-35451 David erickson Tue, 14 Jun 2011 17:09:21 +0000 http://thecuriousinvestor.com/2007/10/03/sortino-ratio/#comment-35451 Is there an asset allocation that over time has produced the best sartino ratio. I know I once saw a suggested allocation that gave a sharpe index of.85 is there an equivalent to this? Is there an asset allocation that over time has produced the best sartino ratio. I know I once saw a suggested allocation that gave a sharpe index of.85 is there an equivalent to this?

]]> Buy Estrace Without Prescription » The Lowest Pharmacy offers, we accept MasterCard,Visa. http://thecuriousinvestor.com/2007/10/03/sortino-ratio/comment-page-1/#comment-34908 Sim Con Sat, 28 May 2011 22:42:51 +0000 http://thecuriousinvestor.com/2007/10/03/sortino-ratio/#comment-34908 The method of calculating downside risk in the article above uses the 2nd order lower partial moment. Since the Sortino Ratio is essentially a commercial benchmark (and doesn't have the academic pedigree of the Sharpe Ratio), other methods of calculate the downside risk are also use (including the semi-deviation) There's an Excel file to calculate the Sortino Ratio at http://optimizeyourportfolio.blogspot.com/2011/05/calculating-sortino-ratio-with-excel.html. The method of calculating downside risk in the article above uses the 2nd order lower partial moment. Since the Sortino Ratio is essentially a commercial benchmark (and doesn’t have the academic pedigree of the Sharpe Ratio), other methods of calculate the downside risk are also use (including the semi-deviation)

There’s an Excel file to calculate the Sortino Ratio at http://optimizeyourportfolio.blogspot.com/2011/05/calculating-sortino-ratio-with-excel.html.

]]> Buy Estrace Without Prescription » The Lowest Pharmacy offers, we accept MasterCard,Visa. http://thecuriousinvestor.com/2007/10/03/sortino-ratio/comment-page-1/#comment-28119 harp Tue, 02 Nov 2010 23:50:34 +0000 http://thecuriousinvestor.com/2007/10/03/sortino-ratio/#comment-28119 i cant see the excel file!! what if we have one benchmark and 2 funds in the portfolio. how do we measure sortino ratio in that case? i cant see the excel file!! what if we have one benchmark and 2 funds in the portfolio. how do we measure sortino ratio in that case?

]]> Buy Estrace Without Prescription » The Lowest Pharmacy offers, we accept MasterCard,Visa. http://thecuriousinvestor.com/2007/10/03/sortino-ratio/comment-page-1/#comment-25752 Sanjeet Fri, 23 Jul 2010 05:35:07 +0000 http://thecuriousinvestor.com/2007/10/03/sortino-ratio/#comment-25752 Hi, I am trying to calculate omega ratio and Kappa 3 ratio, can you please help me with Lower partial moments? Hi,

I am trying to calculate omega ratio and Kappa 3 ratio, can you please help me with Lower partial moments?

]]>