Thomas Rollinger

• Sortino ratio: A better measure of risk

  By Thomas Rollinger, Scott Hoffman  |  February 1, 2013

  Tom Rollinger and Scott Hoffman explain why the Sortino ratio is a superior measure of risk that doesn’t punish excessive positive returns.

• Dynamic duo: Managed futures and hedge funds

  By Thomas Rollinger  |  December 1, 2012

  Investing in managed futures can improve the overall risk profile of a portfolio far beyond what can be achieved with hedge funds alone.