Australian Mines Sortino Ratio
| AMSLF Pink Sheet | | | USD 0.03 0.01 42.86% |
This reference presents Sortino Ratio data for Australian Mines Limited, including the current value, historical trend, and peer comparisons. The value is best assessed relative to both the instrument's historical range and peer distribution.
Australian Mines Volatility and
Australian Mines Price History offer additional context on Australian Mines.
Current Sortino Ratio Value
Australian Mines registers a Sortino Ratio of 0.1225, reflecting its current reading on this measure. This reflects Australian Mines's positioning relative to its own recent range within Pink Sheet.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1225 | |
| ER[a] | = | Expected return on investing in Australian Mines |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Australian Mines's Sortino Ratio of 0.1225 falls below the 1.21 peer average. Values range from 0.0527 (Thor Mining PLC) to 4.67 (BeMetals Corp), with wide dispersion across the group. Australian Mines'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 Australian Mines 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.
Australian Mines records a Sortino Ratio of
0.12 and a Maximum Drawdown of
108.79 , yielding roughly
888.12 units of Maximum Drawdown per Sortino Ratio. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Australian Mines.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Australian Mines is 0.1225. Sortino Ratio for Australian Mines is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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