XIAO I Sortino Ratio
| AIXI Stock | | | 11.73 -0.47 -3.85% |
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 XIAO I's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
XIAO I registers a Sortino Ratio of 0.6638, reflecting its current reading on this measure. This reflects XIAO I's positioning relative to its own recent range within Application Software.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.6638 | |
| ER[a] | = | Expected return on investing in XIAO I |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
XIAO I falls above the 0.13 peer average for Sortino Ratio. Energous leads at 0.3008 while SOS Limited registers the lowest at 0.0132. XIAO I'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 XIAO I 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.
At
0.66 for Sortino Ratio and
546.76 for Maximum Drawdown, XIAO I's cross-indicator ratio sits almost
823.68 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for XIAO I.
Methodology, Assumptions & Data Sources
XIAO I's Sortino Ratio currently stands at 0.6638. Sortino Ratio for XIAO I is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. XIAO I operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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