"Sharpe Ratio"vs."Sortino Ratio" US:Which Risk-Adjusted Return Metric is Better for Americans Today?
Автор: The Financial Journey
Загружено: 2025-11-15
Просмотров: 15
Want to compare two of the most‑common risk‑adjusted return metrics used in finance — and figure out which one works better for U.S. investors today?
In this video you’ll learn:
• What the Sharpe Ratio is: how it measures excess returns above a risk‑free rate per unit of total volatility.
• What the Sortino Ratio is: how it focuses only on downside risk (negative returns) rather than all volatility.
• Key differences and when each metric may be more useful for American portfolios: e.g., portfolios with skewed returns, income strategies, hedge funds.
• How to interpret each ratio: what’s considered “good” number, pitfalls and limitations in a U.S. investing context.
• Practical guidance for U.S. investors: which ratio to check for your strategy (equities, REITs, alternative investments) and why it matters in 2025 market conditions.
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