Registered User Joined: 10/14/2014 Posts: 24
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For measuring risk, would Worden consider making the Sortino ratio or the Symmetric Downside Risk Sharpe Ratio (SDR Sharpe Ratio) available columns in WatchLists? For an explanation of these risk ratios see chapter eight of Jack Schwager’s Market Sense and Nonsense.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Thank you for your suggestion.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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