The Upside Potential Ratio

Description

Four years ago a really first rate, high profile fellow in finance pleased us no end by actually contributing an article to the very first issue of our journal.  To mark our fourth anniversary and show our gratitude for his trust and excellent forsight, we asked the good professor to do us another manuscript.  Again, he complied… Dr. Sortino is widely know for his Downside Ratio, so we’re sure you’ll be as curious as we were to see his latest work- Upside Potential Ratio.

The Upside Potential Ratio
Frank A. Sortino, Ph.D., Pension Research Institute;
Robert van der Meer, Ph.D., Fortis;
and Auke Plantinga, Ph.D., Groningen University