""Sortino Ratio - Sortino Ratio"" — Epstein Files Search

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3 results for “"Sortino Ratio - Sortino Ratio"”

EFTA01421840Set 10

2011-04-0115p2,996w

when analyzing a fund that is an investor's sole holding. Sortino Ratio - Sortino Ratio is similar to Sharpe Ratio except it uses downside risk

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01421840.pdf

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EFTA01375550Set 10

1p800w

when analyzing a fund that is an investor's sole holding. Sortino Ratio - Sortino Ratio is similar to Sharpe Ratio except it uses downside risk

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01375550.pdf

EFTA01104892Set 9

Compound Annualized Return divided by Absolute value of the maximum drawdown. Sortino Ratio Sortino Ratio is calculated by subtracting the risk free rate from the return

https://www.justice.gov/epstein/files/DataSet%209/EFTA01104892.pdf

Corpus: 1990-03-17 – 2025-12-01

April 2011

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Results by Dataset3 total

Set 9

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Set 10

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