Standard deviation measures how far numbers in a data set are spread out from an average value. In investing, it is used as a measurement of portfolio volatility.

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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 ...

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 ...