Gold, Sortino Ratio
| AMRKDelisted Delisted Stock | | | USD 43.11 -0.89 -2.02% |
This reference presents Sortino Ratio data for Gold Inc, including the current value, historical trend, and peer comparisons. Cross-instrument Sortino Ratio comparisons are available through
Equity Screeners. Context for Gold, is enhanced by combining
Gold, Volatility with
Gold, Price History.
Current Sortino Ratio Value
Gold, registers a Sortino Ratio of 0, reflecting its current reading on this measure. This reflects Gold,'s positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Gold, |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Gold 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.
Methodology, Assumptions & Data Sources
Gold, has a current Sortino Ratio reading of 0. The Sortino Ratio for Gold, is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.