Risk-adjusted return: Sharpe & Sortino
This lesson is part of the course
In this lesson
You find out how much return the Summit fund delivered per unit of risk.
Buy the course once for $9.99 to unlock every lesson and lab, the final exam and the certificate – lifetime access, no subscription.
Lessons in this course
- Returns: simple, log & total return Locked
- CAGR & annualising returns Locked
- Risk: volatility & maximum drawdown Locked
- Portfolio weights & return (SUMPRODUCT) Locked
- Diversification & correlation Locked
- Risk-adjusted return: Sharpe & Sortino Locked
- Beta & CAPM Locked
- Stock valuation: P/E & dividend discount Locked