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Downside risk measures: semi-deviation, downside deviation, and Sortino ratio (FRM T1-12)

The two typical measures of downside risk focus on only the "bad" dispersion: Semi-deviation squares returns below the MEAN return, while downside deviation squares returns below a TARGET return (aka, minimum acceptable return, MAR). The Sortino Ratio divides by the downside deviation. [Here is my excel http://trtl.bz/1109-yt-sortino-frm-t1...] 💡 Discuss this video here in our forum: https://trtl.bz/2qaIgFJ 👉 Subscribe here    / bionicturtl.  . to be notified of future tutorials on expert finance and data science, including the Financial Risk Manager (FRM), the Chartered Financial Analyst (CFA), and R Programming! ❓ If you have questions or want to discuss this video further, please visit our support forum (which has over 50,000 members) located at http://bionicturtle.com/forum 🐢 You can also register as a member of our site (for free!) at https://www.bionicturtle.com/register/ 📧 Our email contact is [email protected] (I can also be personally reached at [email protected]) For other videos in our Financial Risk Manager (FRM) series, visit these playlists: ▶️ Texas Instruments BA II+ Calculator    • Texas Instruments BA II+ Calculator   1️⃣ Risk Foundations (FRM Topic 1)    • Risk Foundations (FRM Topic 1)   2️⃣ Quantitative Analysis (FRM Topic 2)    • Quantitative Analysis (FRM Topic 2)   3️⃣ Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)    • Financial Markets and Products: Intro...   4️⃣ Financial Markets and Products: Option Trading Strategies (FRM Topic 3, Hull Ch 10-12)    • Financial Markets and Products: Optio...   ▶️ FM&P: Intro to Derivatives: Exotic options (FRM Topic 3)    • FM&P: Intro to Derivatives: Exotic op...   4️⃣ Valuation and Risk Models (FRM Topic 4)    • Valuation and RIsk Models (FRM Topic 4)   5️⃣ Market Risk (FRM Topic 5)    • Market Risk (FRM Topic 5)   Coming Soon .... 6️⃣ Credit Risk (FRM Topic 6) 7️⃣ Operational Risk (FRM Topic 7) 8️⃣ Investment Risk (FRM Topic 8) 9️⃣ Current Issues (FRM Topic 9) ▶️ For videos in our Chartered Financial Analyst (CFA) series, visit these playlists: Chartered Financial Analyst (CFA) Level 1 Volume 1    • Level 1 Chartered Financial Analyst (...   #bionicturtle #risk #financialriskmanager #FRM #finance #expertfinance Our videos carefully comply with U.S. copyright law which we take seriously. Any third-party images used in this video honor their specific license agreements. We occasionally purchase images with our account under a royalty-free license at 123rf.com (see https://www.123rf.com/license.php); we also use free and purchased images from our account at canva.com (see https://about.canva.com/license-agree.... In particular, the new thumbnails are generated in canva.com. Please contact [email protected] or [email protected] if you have any questions, issues or concerns.