Morningstar has published articles on how to use my favorite ways of measuring risk-adjusted returns, namely the Treynor Ratio, and the Sortino Ratio.
Morningstar.com:Is this the best way to judge Risk/Return?
Morningstar.com:Are your funds returns worth the downside volatility?
This is the personal blog of Emory Redd.
This blog is not investment advice. This is not a solicitation to invest. Don't take candy from strangers.
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