Talk:Upside potential ratio

Latest comment: 13 years ago by 93.96.236.8 in topic Sortino ratio

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)Reply

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)Reply

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)Reply