UJJAYAN ROYNov 26, 2021 · 3 years ago7 answers Which ratio, Sharpe or Sortino, is more suitable for assessing the performance of digital assets in the cryptocurrency market?
When it comes to evaluating the performance of digital assets in the cryptocurrency market, which ratio, Sharpe or Sortino, is more appropriate and why? How do these ratios differ in their assessment of risk and return? Are there any specific factors or characteristics of the cryptocurrency market that make one ratio more suitable than the other?