Posted inPortfolio Management

Sortino Ratio vs Sharpe Ratio

A head-to-head guide to the Sortino ratio vs the Sharpe ratio — formulas, worked side-by-side examples, when each metric gives a different verdict, which to use for which strategies, and their shared limitations.
Posted inPortfolio Management

Efficient Frontier Explained

A focused guide to the efficient frontier — how it's constructed, the minimum variance portfolio, how the number of assets and correlation shape its curve, limitations, and how to build one in practice.