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Public portfolios ranked by sortino ratio · YTD

Return per unit of downside volatility (annualised)

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Ranking controls

Returnvs S&PSharpeSortinoMax DD
TimeframeYTD
1M3MYTD1Y3YAll-time
StrategyIncome
All strategiesValueGrowthMomentumMacroArbitrageQuantIncomeOther

No portfolios meet the YTD track-record requirement yet.

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