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.

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 ...

J.B. Maverick is an active trader, commodity futures broker, and stock market analyst 17+ years of experience, in addition to 10+ years of experience as a finance writer and book editor.

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 ...

Relative Strength Managed Volatility Strategy Etf is listed on the CBOE trading with ticker code RSMV.US. It has a market capitalisation of $102.86m, with approximately 3.90m shares in issue.