NewBase 19 April 2024 Energy News issue - 1717 by Khaled Al Awadi.pdf
Sortino
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8. The Sharpe Ratio of Tata Infrastructure Fund is 0.0899 for the period of three years from 1 st June, ’06 to 31 st May, ’09, wherein Risk Free Rate is assumed at 6%.
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14. The Sortino ratio, on the other hand, measures performance against the downward deviation … so it is able to spot the negative volatility associated with investment A immediately and help us classify investment B as a more favourable investment!
15. The Sortino Ratio of Tata Infrastructure Fund is 12.796 for the period of three years from 1st June, ’06 to 31st May, ’09, wherein Risk Free Rate is assumed at 6%.