tag:blogger.com,1999:blog-22517597.post8178241215536561265..comments2024-03-03T11:13:39.377+11:00Comments on Moomin Valley: August Investment PerformancemOOmhttp://www.blogger.com/profile/03440274434662150925noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-22517597.post-72666717987144018422021-09-27T19:07:53.456+10:002021-09-27T19:07:53.456+10:00Hi mOOm,
I haven't read your blog for a while ...Hi mOOm,<br />I haven't read your blog for a while and have always enjoyed the work you put into it. I have always been intruiged as to the relative risk of my own portfolio, and I see you report some of this here: https://moominhouse.blogspot.com/2020/09/august-investment-performance.html.<br /><br />I wonder can you share how you calculate this? do you track your investments by hand eg in Excel and then calculate this? What period and frequency do you track your measures against?<br /><br />Finally, have you considered Sortino Ratio for isolating the capture of the positive volatility?Dazzahttps://www.blogger.com/profile/12480048018103110708noreply@blogger.com