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The Government of Canada’s terminology and linguistic data bank.
VOLATILITY RETURN [3 records]
Record 1 - internal organization data 2009-07-03
Record 1, English
Record 1, Subject field(s)
- Investment
- Stock Exchange
- Statistical Methods
Record 1, Main entry term, English
- positive volatility
1, record 1, English, positive%20volatility
correct
Record 1, Abbreviations, English
Record 1, Synonyms, English
Record 1, Textual support, English
Record number: 1, Textual support number: 1 CONT
For this reason they prefer positive volatility; positive returns greater than the fund's average return are generally welcomed. 2, record 1, English, - positive%20volatility
Record 1, French
Record 1, Domaine(s)
- Investissements et placements
- Bourse
- Méthodes statistiques
Record 1, Main entry term, French
- volatilité positive
1, record 1, French, volatilit%C3%A9%20positive
correct, feminine noun
Record 1, Abbreviations, French
Record 1, Synonyms, French
Record 1, Textual support, French
Record number: 1, Textual support number: 1 CONT
Le ratio de Sortino permet de faire une distinction entre volatilité positive et volatilité négative [...] 2, record 1, French, - volatilit%C3%A9%20positive
Record 1, Spanish
Record 1, Textual support, Spanish
Record 2 - internal organization data 2009-06-05
Record 2, English
Record 2, Subject field(s)
- Investment
Record 2, Main entry term, English
- Sortino ratio
1, record 2, English, Sortino%20ratio
correct
Record 2, Abbreviations, English
Record 2, Synonyms, English
Record 2, Textual support, English
Record number: 2, Textual support number: 1 CONT
The Sortino ratio is calculated by taking a fund's excess return over cash and dividing it by the fund's downward deviation. In doing so the Sortino ratio does not reflect the entire volatility of a fund, merely the "adverse" volatility represented by those returns below the defined minimum acceptable return. 2, record 2, English, - Sortino%20ratio
Record number: 2, Textual support number: 1 OBS
The Sortino ratio is an alternative to the Sharpe ratio, using downward deviation as a measure for risk in place of standard deviation. 2, record 2, English, - Sortino%20ratio
Record 2, French
Record 2, Domaine(s)
- Investissements et placements
Record 2, Main entry term, French
- ratio de Sortino
1, record 2, French, ratio%20de%20Sortino
correct, masculine noun
Record 2, Abbreviations, French
Record 2, Synonyms, French
Record 2, Textual support, French
Record number: 2, Textual support number: 1 CONT
Le ratio de Sortino se calcule en soustrayant le taux sans risque du rendement annualisé, puis en divisant le résultat par l'écart type des rendements se situant en deçà du rendement minimal. 2, record 2, French, - ratio%20de%20Sortino
Record number: 2, Textual support number: 1 OBS
Dérivé du ratio de Sharpe, le ratio de Sortino différencie la volatilité à la baisse de la volatilité globale en utilisant une valeur pour les écarts à la baisse. 3, record 2, French, - ratio%20de%20Sortino
Record 2, Spanish
Record 2, Textual support, Spanish
Record 3 - internal organization data 1976-06-19
Record 3, English
Record 3, Subject field(s)
- Investment
Record 3, Main entry term, English
- volatility of return 1, record 3, English, volatility%20of%20return
Record 3, Abbreviations, English
Record 3, Synonyms, English
Record 3, French
Record 3, Domaine(s)
- Investissements et placements
Record 3, Main entry term, French
- instabilité du rendement
1, record 3, French, instabilit%C3%A9%20du%20rendement
feminine noun
Record 3, Abbreviations, French
Record 3, Synonyms, French
Record 3, Textual support, French
Record 3, Spanish
Record 3, Textual support, Spanish
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