Talk:Upside potential ratio
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Proposed Deletion
[edit]This is not original research by Wikipedia standards; it is discussed in legitimate academic circles considering measures of portfolio performance and similar economic / finance topics. A 10 second Google of "sortino upside" includes on the first page the research paper I added comparing the ratio with others, as well as an implementation in a professional software package (Financal Toolbox for MATLAB). This is, of course, in addition to both electronic and dead-tree (Amazon) discussions by Dr. Sortino. --ByeByeBaby 23:52, 18 October 2006 (UTC)
Sortino ratio
[edit]Isn't the topic of this article effectively the same as the Sortino ratio? In which case they should be merged. 93.96.236.8 (talk) 14:14, 3 June 2009 (UTC)
Actually no, not quite - looks like this ratio is effectively mean gains / RMS losses, while counting a loss as a gain of 0. 93.96.236.8 (talk) 18:11, 6 August 2010 (UTC)