What is Sortino Ratio? | Measure of Mutual Fund Risk | Sortino Ratio explained by Yadnya

The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes only those returns falling below a user-specified target or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally.

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[Squashmasterflash]

Nice work! Clear and easy explanation.

[blissfull]

Hi, I liked the video, your presentation skills are very good and the explanation was very helpful

[ramansharma]

Beautiful, simple, crisp, subscribd, ringed the bell !

[sahastradhara]

Your videos are top notch and very informative, it contains good content and tell us what needs to be told without making us look at useless stuffs, besides your voice is so good and you accent so clear that i would rather listen to your videos than bollywood party music. The fact that these videos have such a low number of overall views tell you how most of us are either sleeping or are lazy investors.

However! i was wondering if you have any online investment classes that could tell us how to pick stocks and shares in stock market for long term and intra day trading. Since I am new to the investment scene and starting with SIPs, i would very much like to to jump in the muddy waters all by myself when i feel i am r eady

also, i was thinking, would'nt it make more sense use Beta as the denominator instead of SD

[sharadjain]

I understand the concept but at the time of chossing the fund, how to find uptrend n downtrend of particular fund. Thanku

[adityavarma]

Thank you for the video. How can one find the downside return and what is the standard or a benchmark value of sortino ratio !!

[yugandharg]

Thankyou for your instant replay !
If this ratio usefull when we get negative standard deviation

[nikeshsk]

Risk free investment is not FD is it only Gov. T Bill or Bonds

[harshneema]

Can you please explain difference between downward deviation and standard deviation ? Let's say standard deviation is 15, then downward deviation will be -15. So how sharpe ratio and sorting ratio become different.

[technolloggy]

Hi,
What should be idle Sortino Ratio ?

[shuvend]

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[ADDY]

Sir I want invest in ELSS FOR 80 C ABOUT 4000 PER MONTH PLZ suggest ME IN WHICH FUND I have TO INVEST I ALREADY have 2000 PER MONTH ELSS IN ICICI
AND also Suggest me in which option I have to go direct or regular

[ankitminglani]

so when you say downside deviation, do you just mean the deviation of return of the fund?