Sortino

Another ratio, the Sortino ratio, considers only downside volatility as a measure of risk, and therefore would seem to be the superior measure.

The Volokh Conspiracy » The Nobel Prize in Economics 2007

I stay away from things like Sortino ratios — they have no theoretical basis that I know of and smell like ad hoc voodoo tome.

The Volokh Conspiracy » The Nobel Prize in Economics 2007

I know of no website which provides up-to-date Sortino ratios.

The Volokh Conspiracy » The Nobel Prize in Economics 2007

Then I try to estimate Sortino ratios from available information e.g., by looking at bear market volatility indices.

The Volokh Conspiracy » The Nobel Prize in Economics 2007

As Kelly Sortino, director of college counseling at Crystal Springs Uplands School, a private school near San Francisco, wrote in an e-mail:

NYT > Home Page By REBECCA R. RUIZ 2011

Like Ms. Sortino at Crystal Springs Uplands, Richard Tobin, director of college counseling at Greenhills High School in Ann Arbor, Mich,, reported that student interest in public institutions had grown.

NYT > Home Page By REBECCA R. RUIZ 2011

Ms. Sortino also noted that more students at Crystal Springs applied to out-of-state public schools, perhaps due to "the questionable state of the University of California system," perhaps because of the generally favorable economics of attending a public institution over a private one.

NYT > Home Page By REBECCA R. RUIZ 2011

Feature: Only book to describe the Sortino method and Desired Target ReturnT in a way that enables portfolio managers to adopt the method..

AvaxHome RSS: yarasalak 2010

Feature: The Sortino method has been tested over 20 years at the Pension Research Institute

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The Sortino method presents an innovative change from this traditional approach.

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