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).