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 ...

Westend61 / Getty Images Some of the most commonly used tools to gauge relative levels of stock market volatility are the Cboe Volatility Index (VIX), the average true range (ATR), and Bollinger ...

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 ...