T taojaxx Jun 18, 2023 #1 Market has been good to me lately but I get suspiciously high values. Just wondering whether they're correct.
Market has been good to me lately but I get suspiciously high values. Just wondering whether they're correct.
D delta_1 Jun 20, 2023 #2 What is the right way to calculate it? Look at this atricle: They argue that most investment managers as well as software packages failt to compute the sortino ratio correctly: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf
What is the right way to calculate it? Look at this atricle: They argue that most investment managers as well as software packages failt to compute the sortino ratio correctly: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf
T taojaxx Jun 25, 2023 #4 Thank you all, I'll give it a try on various periods. Need to find out how to download the portfolio daily value series from IBKR but that should be doable.
Thank you all, I'll give it a try on various periods. Need to find out how to download the portfolio daily value series from IBKR but that should be doable.
