SORTINO RATIO - THINGS THEY DONT TEACH YOU IN CA SYLLABUS

Sortino ratio is a tool used by seasoned investors to select which mutual fund to invest in. Unfortunately this is not covered in the CA syllabus of SFM paper in CA final. So here is my short take on the concept.

[hussain...]

Thank u so much sir..Ur video is really very much helpful..

[etianand]

Sir your teaching style is very effective in both theoretical and practical aspects.Thanks

[priyamshah]

Thank You Sir for Sharing Your Knowledge
Please upload more videos like these

[shantanusapru]

Very nice video! Very informative & useful!
But I have a few questions: 1) Why is 'n' here 10, when we only take the -ve trends? Shouldn't it be, in this case/example, 4 (i.e. the number of downward trends, which is what we're considering)?
2) The Sortino ratio you calculated in your example in the end was for the 10th year; which means each year would have its own Sortino ratio? So, how do we calculate the 'average or cumulative Sortino ratio' for the entire duration of the fund? Websites mention the Sortino ratio as only one/single figure. So does that indicate the average Sortino? Or cumulative Sortino? Or the last year's only? Or something else?
3) By this logic, since Sortino's ratio can be calculated for each year, then in some years it can also be negative? This, again, leads me to question no. 2...
Thanks in advance if you reply!

[sanikaangal]

Hello Sir, thank you so much for explaining the concept in the easiest way. Can you please let me know what does negative Sortino ratio indicates??

[hariomviradiya]

Sir please upload such videos more and more. I do want to learn what CA syllabus dosen't cover. 🙏

[ravalamma]

Sir your way of explanation is very good..thank you..plz post videos which are also helpful in practical life too..