Sharpe Ratio vs. Sortino Ratio Explained | Risk-Adjusted Performance Metrics ⚖️📊 скачать в хорошем качестве

Sharpe Ratio vs. Sortino Ratio Explained | Risk-Adjusted Performance Metrics ⚖️📊

📈 Sharpe Ratio vs. Sortino Ratio – Which is the better measure of risk-adjusted return? In this video, we break down: 🔹 What Sharpe Ratio is and why it’s widely used 🔹 The limitations of Sharpe (penalizes all volatility, even upside) 🔹 What Sortino Ratio is and how it only focuses on downside risk 🔹 When to use Sharpe vs. Sortino in portfolio analysis 🔹 A simple example comparing two portfolios By the end, you’ll know which ratio gives a more realistic picture of investment performance. ✨ Next Video: Backtesting & Optimization Bias – How traders avoid common pitfalls. 👉 Comment below: Which ratio do you trust more – Sharpe or Sortino? 📌 Watch the full playlist: Quantitative Finance & Algorithmic Trading Concepts