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Strategy and performance

Sortino ratio

A variant of the Sharpe ratio that counts only downside volatility. Large gains no longer lower the score, so it measures the variability a trader actually minds rather than all of it.

GFN’s figure

Downside variability is what GFN's rules test: the daily loss limit measures a single day's worst point, and the maximum drawdown measures the worst run.

In detail

Sortino ratio,explained

Sortino is the more honest measure for a strategy with an asymmetric return profile - trend following, for example, where the upside outliers are the point of the strategy.

Like Sharpe it is a summary of the whole sample, so it can look healthy while containing one stretch deep enough to breach a hard floor.

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