The Upside Potential Ratio

Frank A. Sortino, R. v. d. M., & Plantinga, A. (1999). The Upside Potential Ratio. Journal of Performance Measurement, 10-15.

Type

Journal article

Intellectual base

Primary research

Year

1999

Link

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Cited by

1 citation across 1 artifact.

Domain-specific

• Upside Potential Ratio
  • The denominator is downside deviation: the square root of the second lower partial moment below the same target.

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Registry ID ref:b05d83873dca · see in the full table