Photograph: Government buildings in Lisbon, Portugal
Updating Sortino and Retirement Ratios Risk Management
Users of the TLH spreadsheet will want to update the semi-variance calculation in the SR worksheet after the market closes and all the index data is available. To make sure you have the latest data, wait until at least three hours after the market closes so all the benchmarks are updated. It takes time for all the data to be collected.
If anyone needs help with this process, let me know. If you are not sure what I am talking about, do a blog search for semivariance, semi-variance, Sortino Ratio or Retirement Ratio. Those four searches will bring up critical blog posts.