The Sortino ratio uses three inputs for its formula. The numerator is the difference between a portfolio's return and the risk-free rate of return. You can use a portfolio's actual or expected return.

What is a good return for your portfolio? If a bond portfolio generated a 4% return over the past year, it could be considered a pretty decent return. However, investors who prioritized high ...

Holding period return is one measure of investment success or failure and can help you determine the overall performance of your investment portfolio. It can also help guide future portfolio ...

The formula is: One of the reasons for the ... By measuring the standard deviation of a portfolio's annual rate of return, analysts can see how consistent the returns are over time.

Tack on things like fees and taxes, and even 7% is probably a relatively high long-term return assumption for a portfolio, especially based on market forecasts today. Had you been invested in a ...