AFC Gamma Sortino Ratio
| AFCG Stock | | | USD 2.99 0.02 0.67% |
The Sortino Ratio measures risk-adjusted return using only downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only returns below a target threshold, making it a more targeted measure of harmful volatility. Below is AFC Gamma's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
A Sortino Ratio of 0.1112 for AFC Gamma signals its current reading on this measure. This reflects AFC Gamma's positioning relative to its own recent range within Mortgage Real Estate Investment Trusts (REITs).
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1112 | |
| ER[a] | = | Expected return on investing in AFC Gamma |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, AFC Gamma's Sortino Ratio of 0.1112 is above the 0.02 group average. The range runs from -3.0E-4 (Manhattan Bridge Capital) to 0.0451 (J W Mays). AFC Gamma's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for AFC Gamma and its peers. Each point represents one equity — position along the horizontal axis shows Sortino Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
AFC Gamma records a Sortino Ratio of
0.11 and a Maximum Drawdown of
17.85 , yielding roughly
160.48 units of Maximum Drawdown per Sortino Ratio. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for AFC Gamma.
Methodology, Assumptions & Data Sources
AFC Gamma's Sortino Ratio currently stands at 0.1112. The Sortino Ratio for AFC Gamma applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. AFC Gamma operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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