It's 3:00 AM. Through the open window of this crackhouse hotel in San Francisco, I can hear the police siren drawing closer, like a noose. There's a half-empty bottle of scotch on the table next to my ...

Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. When you plow the internet for ETF Sortino Ratios you find very little (almost nothing). If the market crisis we ...

The Sortino ratios of domestic unit trust funds have been increasing steadily over the past few quarters, with some fixed interest funds reaching ratios of more than nine for the three-year period to ...

A while back, risk parity was all the rage among institutional investors. And now, thanks to a raft of mutual funds floated over the past five years, retail investors are able to tap into the strategy ...

Dr Frank Sortino’s legacy is now available to all for free in the form of optimization software developed over the past 40 years. Sortino is the father of post-modern portfolio theory (PMPT) that ...