AMN Healthcare Sortino Ratio
| AMN Stock | | | USD 20.97 -0.31 -1.46% |
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 AMN Healthcare's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0152 for AMN Healthcare indicates its current reading on this measure. This reflects AMN Healthcare's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0152 | |
| ER[a] | = | Expected return on investing in AMN Healthcare |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, AMN Healthcare's Sortino Ratio is below the group average of 0.14. Peer readings range from 0.0695 (Ginkgo Bioworks Holdings) to 0.2897 (Compass Pathways Plc), reflecting wide dispersion across the sector. AMN Healthcare's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for AMN Healthcare 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.
AMN Healthcare shows nearly
1,246 of Maximum Drawdown per unit of Sortino Ratio (
0.02 versus
18.94 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for AMN Healthcare.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for AMN Healthcare is 0.0152. The Sortino Ratio for AMN Healthcare is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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