Author Archives: Frank Sortino

About Frank Sortino

Frank Sortino is finance professor emeritus from San Francisco State University and Director of the Pension Research Institute which he founded in 1981. For 10 years he wrote a quarterly analysis of mutual funds for Pensions and Investments Magazine and he has written two books on the subject of Post Modern Portfolio Theory. He has been a featured speaker at many conferences in the U.S., Europe, South Africa, and the Pacific Basin. Dr. Sortino received his Ph.D in Finance from the University of Oregon and has carried out research projects with many institutions like Shell Oil, Netherlands and The City and County of San Francisco Retirement System.

Get off the Bench & Get in the Game

The sky is not falling!

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A Light at the End of the Tunnel?

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We’ve Been Here Before

Yes, the news is all about inflation and the crashing financial markets. War in the Ukraine is a distant 3rd place as far as forthcoming elections are concerned. To put this in perspective, I recommend the book that the following … Continue reading

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1 Parking Place Left @ VCSH

Five of the 9 SPY ETF Segments now have a negative Upside Potential Ratio (search this site for definition). That means, they have more downside risk than upside potential. Which ones are they? XLC, XLY, XLF, XLI and XLU.

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There’s a Hole in Our Ship of State

It was caused by trade Wars. If we don’t fix it we are going to sink. Buying bicycles from China is not going to do it. Stop Hating China! Stop Hating Each Other! Fire all those ideologues who preach hatred … Continue reading

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Shark Attack

Everybody outa the Water!

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Divorce Court for the World is Now Open

Well, the rally AI predicted is here, and if you missed it, you are not going to like the ending. For an excellent presentation of the crises facing us and the highly improbable solutions, read Ian Bremmer’s, “The Power of … Continue reading

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AI Was Fearless…and Right!

The market was wrong this week, but the problems haven’t gone away and haven’t been solved. There are $9 trillion of them. I would rather listen to my algorithm than all the talking heads on the media. There needs to … Continue reading

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I’ll Tell You a Secret

What everybody knows…doesn’t matter. Unless the’re wrong. and you are right. So, Ask yourself, what does everybody know, that you disagree with?

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That’s How it Goes…

Everybody knows the dice are loaded. Everybody rolls with their fingers crossed. Everybody knows the war is over. Everybody knows the good guys lost.

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