Source of data: Yahoo Finance / CoinMarketCap
Refresh time: Common Assets/S&P 500: Previous Business Day Market Close, 4pm EDT | BTC: Previous Day, 8pm EDT (12am UTC)
The Sharpe ratio is a measure of risk-adjusted (really volatility-adjusted) returns. It is a way to measure how much return an investment generated for the risk (volatility) endured over some time horizon.
The Sortino ratio is the excess return over the risk-free rate divided by the downside semi-variance, and so it measures the return to "bad" volatility. It is a variation of the Sharpe ratio, differentiates harmful volatility from volatility in general by using a value for downside deviation.
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