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 ...