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Mutual funds
Like Sharpe, but it only punishes months that fell short of the 3-month rate. A fund that jumps around on the way up can still score well here. Blank with fewer than three such months, as for most liquid funds, where it would run into the hundreds.
Like Sharpe, but it only punishes months that fell short of the 3-month rate. A fund that jumps around on the way up can still score well here. Blank with fewer than three such months, as for most liquid funds, where it would run into the hundreds.
No. Sortino ratio describes a fund's costs, structure or past record. Mutual fund investments are subject to market risks, and past performance does not indicate future returns.