Category Archives: Uncategorized

Recently deceased scientist, Stephen Hawking, said to a graduating class, “The next century [21st] will be the century of complexity” and encouraged them to embrace it.  Yes, we should not fear it, but embrace it by gaining knowledge of a … Continue reading →

  Figure 1   Who knew last November that the market would crash in February? That was the beginning of the Trump rally which just collapsed (Figure 1). In June of last year Kal Salama and I posted an article … Continue reading →

     Frank Sortino & Kal Salama  In an Uncertain World If you believe the uncertainty associated with investing in the indexes shown in Figure 1 is bell shaped, and it is not, all your metrics for performance measurement and asset allocation … Continue reading →

DTR® Calculator Dr. Hal Forsey, and I, are pleased to offer another model we developed that will calculate the return a Defined Contribution participant needs to earn in order to achieve a desired pay-out.  We call this the Desired Target … Continue reading →

The Upside Potential Ratio 2017 update with this link to: The Forsey-Sortino Model-1 software  This dropbox link may ask you to sign in but at the bottom you can skip this step. This zip file contains two files: Forsey-Sortino.exe and a Microsoft … Continue reading →

PRI-Rom Contract The term, “Post-modern portfolio theory (PMPT)” was first used by Brian Rom to describe the underlying theory of an asset allocation model developed by The Pension Research Institute (PRI) called Primix. Mr. Rom wrote a very favorable article … Continue reading →

By Frank Sortino & Hal Forsey[1]                           `Would you tell me, please, which way I ought to go from here?’                           `That depends a good deal on where you want to get to,’ said the Cat.                                                                                                             Lewis Carroll   … Continue reading →