An issue I have debated with for many years is what is/are good risk metrics. Sharpe Ratio, Sortino Ratio, etc all have their disadvantages. What do you feel are good risk metrics for a trader/fund? How do you assess a trader/fund for "riskiness"? How do you determine that a trader generates good risk-adjusted returns? Any thought on this issue and related issues is most welcome. Let's brainstorm!