Risk adjusted performance indexes

Marcus Crahan03 июня 25 г. | Опубликовано в Общая

Hello:

Over what period are risk adjusted performance indexes calculated in "Stock Comparison" tool?

Thanks

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Dmitry Shevchenko03 июня 25 г.

The risk adjusted performance values are calculated based on the past 12 months of returns.

Marcus Crahan03 июня 25 г.

Thanks for clarifying this point.

What is the MAR value assumed when calculating the Sortino ratio for TTM?

Dmitry Shevchenko

-10 мес.

By default, we use 0% as the MAR for calculating the Sortino Ratio and all other related indicators, as it’s the most universal value that works uniformly across different markets and geographies. However, you can always adjust this value to what works best for you on the Sortino tool page.

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