A higher Sortino ratio can indicate a good return relative to the ... a portfolio's downside volatility. The following examples of applications of the Sortino ratio formula demonstrate how ...

was relatively tame compared to its annual volatility (purple line) in the fourth quarter. Source: ARK Invest Low relative volatility implies that Bitcoin hasn’t yet reached the mania phase of ...

Beta measures the volatility of a security or a portfolio relative to a market benchmark. Beta, represented by the Greek lowercase letter β, is also used in the formula for the weighted average ...