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  1. U

    Sortino ratio (versus Sharpe ratio)

    Yes, David is very good. Many thanks.
  2. U

    Sharpe Ratio 1.54 vs. 1.65

    Hi all, I am calculating the Sharpe ratio from the following monthly data set with the RF = 1% annually and target rate of return 5% annually. One tool is giving me a Sharpe Ratio of 1.54 and another calculation tool gives 1.65. With the difference being 0.11, does it really matter? However, I...
  3. U

    Sortino ratio (versus Sharpe ratio)

    Thanks David, Greatly appreciated.
  4. U

    Sortino ratio (versus Sharpe ratio)

    Hi there, Where can I download the spreadsheet as demonstrated in this video?
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