Usually means: Measures downside risk-adjusted return.
Definitions Related words Mentions
We found 5 dictionaries that define the word Sortino ratio:

General (2 matching dictionaries)
  1. sortino ratio: Dictionary.com
  2. Sortino ratio: Wikipedia, the Free Encyclopedia

Business (3 matching dictionaries)
  1. INVESTORWORDS (No longer online)
  2. Sortino Ratio, Sortino ratio: Investopedia

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Definitions from Wikipedia (Sortino ratio)

▸ noun:  The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy.


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