11 a) In calculating the downside deviation, how di he get to the 28.78 for the fund and 65.04 for the index.
11b) how did he get to the 0.6133% annualized return
11 a) In calculating the downside deviation, how di he get to the 28.78 for the fund and 65.04 for the index.
11b) how did he get to the 0.6133% annualized return
calculate the mean
calculate the std deviation of the points that fall below that mean
why do we go off of the annualized standard deviation for this problem? doesn’t Sortino Ratio use downside deviation in the denominator?