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- 2011-7-2
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- 2016-8-13
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Your 1 and 2 are the same, except that in your 1 you have assumed that the minimum acceptable return is the risk free rate.
No, it's not only for hedge funds. Sortino Ratio is used when there is considerable asymmetry in the distribution of returns. |
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发表于 2011-7-13 13:36
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