What is the downside risk

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Reference no: EM131923871

Suppose you purchased ABC stock 4 month ago and your purchasing price was $40. The ABC stock price went up and down in the past 4 months: $50, $38, $ 42, and $49. Assume risk free rate is 2%. Monthly Expected Rate of Return? 7.05% Monthly Standard Deviation? .2153 Sharpe Ratio? .2345

What is the Downside Risk? (The answer is 15.0 just don't know how to get it)

What is the Sortino Ratio (on the monthly basis)? ( .30 is the answer just need to know how to get it)

HOW TO CALCULATE Downside Risk and Sortino Ratio NOT USING EXCEL.

Reference no: EM131923871

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