Where can I find the Sharpe, Sortino, and Treynor Ratios for funds?

Answer

Use Morningstar Direct, available on select computers in the Business Library

  • Select Fund/Manager Analysis from the left-hand menu, then choose Open End Funds.
  • Double-click on your fund(s) of choice, then choose View: Risk from the drop-down menu.

Search Bloomberg, available on select computers in the Business Library.

  • Type the Fund Ticker symbol and press the <EQUITY> key, then type DES and press <GO>.
    • Example: PABFX <EQUITY> DES <GO>
  • To find the fund's ticker, type FL for Fund Look-up.

A definition of the Sharpe Ratio.
A definition of the Sortino Ratio.
A definition of the Treynor Index (or Ratio).

  • Last Updated Jul 12, 2022
  • Views 1
  • Answered By Todd DeGraff

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