Many know the Sortino Ratio which defines risk as semi-variance, namely the risk of not achieving your desired return objective. What most don't know is that Dr. Sortino created a company to help advisors manage downside risk. Dr. Sortino recently retired and I have succeeded him in Sortino Investment Analytics. It's a multi-asset optimizer that uses active managers where it finds skill, and fills in with passive in market segments where skill has not been found.
Many know the Sortino Ratio which defines risk as semi-variance, namely the risk of not achieving your desired return objective. What most don't know is that Dr. Sortino created a company to help advisors manage downside risk. Dr. Sortino recently retired and I have succeeded him in Sortino Investment Analytics. It's a multi-asset optimizer that uses active managers where it finds skill, and fills in with passive in market segments where skill has not been found.