Sortino ratio question

Created at 12 Feb 2023, 14:30
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
notzen's avatar

notzen

Follow

Joined 30.01.2017

Sortino ratio question
12 Feb 2023, 14:30

Hi,

would be possible to ave more information about how the sortino ratio is calculated ?

the T performance, what is it? this value have to be decided but there is not trace in the doc about what value you decide to take.

please let us know , thank you

 

@notzen
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
The services provided by Spotware Systems Ltd. are not available to citizens or residents of the USA. Neither is the information on our websites directed toward soliciting citizens or residents of the USA.