ARN Media Sortino Ratio

A1N Stock   0.71  0.03  4.05%   
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ARN Media Limited has current Sortino Ratio of 0.0745. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.

Sortino Ratio

 = 

ER[a] - ER[b]

DD

 = 
0.0745
ER[a] = Expected return on investing in ARN Media
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

ARN Media Sortino Ratio Peers Comparison

ARN Sortino Ratio Relative To Other Indicators

ARN Media Limited is rated third in sortino ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  196.60  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for ARN Media Limited is roughly  196.60 
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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