Answered By: Lippincott Library
Last Updated: Dec 23, 2019     Views: 1056

Use the Morningstar Direct database, available at stations 8A and 8B in Lippincott 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 at Lippincott Library and in Huntsman Hall.

  • Type the Fund Ticker symbol and press the <EQUITY> key, then type DES and press <GO>.
    • Example: PABFX <EQUITY> DES <GO>
  • ‚ÄčTo 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 Ratio (or Index).