The Sortino ratio uses the downside deviation as its risk measure. This addresses the problem of using standard deviation used by other risk measures since upside volatility is beneficial to investors.
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Q.14 Which of the following risk metrics measures the risk as downside deviation instead of standard deviation?
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Last updated: June 16, 2026 at 04:31
0
A
Treynor ratio
0.0%
B
Sharpe ratio
0.0%
C
Sortino ratio
100.0%
D
Jensen measure
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Q.14 Which of the following risk metrics measures the risk as downside deviation instead of standard deviation? | Financial Risk Manager Part 1 Quiz - LeetQuiz
