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Sortino Ratio
Coming Soon即將推出 theory theory
Calculates the Sortino Ratio to evaluate risk-adjusted returns focusing only on downside volatility rather than total volatility.
計算 Sortino 比率,僅關注下行波動率而非總波動率來評估風險調整後報酬。
Tags標籤
sortinodownside-riskperformance