rebeccanngrantqsDec 17, 2021 · 3 years ago3 answers Which ratio, Sortino or Sharpe, is more suitable for assessing the risk-adjusted returns of digital assets?
When it comes to assessing the risk-adjusted returns of digital assets, which ratio, Sortino or Sharpe, is considered more suitable? What are the key differences between Sortino and Sharpe ratios in evaluating the risk-adjusted returns of digital assets? How do these ratios take into account the volatility and downside risk associated with digital assets?