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Risk and Performance Metrics and Measurements
Author: neday4
Creation Date: 6/27/2014 3:19 PM
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Risk and Performance Metrics and Measurements
neday4
#1
6/27/2014 3:19 PM
Is there any way to get Sortino ratios displayed and calculated like Sharpe Ratios are? And/or any other risk/performance metrics?
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Is there any way to get Sortino ratios displayed and calculated like Sharpe Ratios are? And/or any other risk/performance metrics?
Eugene
#2
6/27/2014 4:09 PM
Yes. Sortino:
Performance+
Other:
Home - MS123 Visualizers
MS123 Scorecard
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Yes. Sortino: [link=http://www2.wealth-lab.com/WL5WIKI/PVReport2.ashx]Performance+[/link] Other: [link=http://www2.wealth-lab.com/WL5WIKI/CommunityVisualizersMain.ashx]Home - MS123 Visualizers[/link] [link=http://www2.wealth-lab.com/WL5WIKI/CommunityScorecard.ashx]MS123 Scorecard[/link]
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