aivii on Nostr: What’s the Sortino ratio? A downside risk-adjusted metric. YTD is also a biased way ...
What’s the Sortino ratio? A downside risk-adjusted metric. YTD is also a biased way of looking at markets. Better to use an anchor in reversion lows like the Mar’20 low.
Published at
2023-12-29 15:26:26Event JSON
{
"id": "ee66b8b0ac9e92ceb4d422c27954c5da665c8979f14eb8181c59c15472adc017",
"pubkey": "db540d27261af6da5cc543941a6aaf6235a5425f098828adbbe565541ef7b6f5",
"created_at": 1703863586,
"kind": 1,
"tags": [
[
"e",
"3020c3d7a6a71f9d811522860802186c023c22da08531dd0750cbd1fc23e6b75"
],
[
"p",
"3d82e8f6cc6c096544bf33e4875a03f5600acff7ec467e150a1cc7712d214dc9"
]
],
"content": "What’s the Sortino ratio? A downside risk-adjusted metric. YTD is also a biased way of looking at markets. Better to use an anchor in reversion lows like the Mar’20 low.",
"sig": "1c1c6b3e34bff19576d0592aa04ef71f7206ae3af59deb2764d07185828da8dfefcd80b388f2eacd92437fa80e49e8df17c6dfb29c25ce96e91cc7acffb83b22"
}