Upside Potential Ratio

U = ) P_r}} \over \sqrt)^2 P_r}}}},

where

R

- return,

P_r

- probability of such return,

R_{min}

min

- minimal acceptable return.

The measure was developed by Frank A. Sortino .

SEE ALSO

EXTERNAL LINK

	CATEGORIES ABOUT UPSIDE POTENTIAL RATIO

	financial ratios

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