Forum: Traders Hideout
April 25th, 2015, 05:38 AM
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Replies: 28
Views: 13,540
(Desired/Minimum) Target Return most often used...
(Desired/Minimum) Target Return most often used is simply 0% (but this depends on your detailed requirements). I rarely use only one measurement for assessment so for me the higher the better.
NT8...
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Forum: Traders Hideout
April 24th, 2015, 10:16 PM
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Replies: 28
Views: 13,540
First that comes to mind is Sortino Ratio that...
First that comes to mind is Sortino Ratio that was devised as a way to resolve the issue of penalizing upward volatility.
For more info on the issue check here:
Sortino ratio: A better measure of...
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