Search Results: sortino-ratio

performance-metrics

Evaluate investment performance on a risk-adjusted basis using industry-standard ratios and capture analysis. Use when the user asks about Sharpe ratio, Sortino ratio, Information Ratio, Treynor ratio, Calmar ratio, Omega ratio, or upside/downside capture. Also trigger when users mention 'risk-adjusted returns', 'return per unit of risk', 'M-squared', 'is this fund worth the volatility', 'how to compare two managers', 'capture ratio', or ask which investment performed better after accounting for risk.