ONE CHOICE Sortino Ratio
| ARTOX Fund | | | USD 12.96 0.04 0.31% |
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 ONE CHOICE's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
ONE CHOICE's Sortino Ratio of 0.0518 reflects its current reading on this measure. This reflects ONE CHOICE's positioning relative to its own recent range within Mutual Fund Funds.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0518 | |
| ER[a] | = | Expected return on investing in ONE CHOICE |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, ONE CHOICE's Sortino Ratio of 0.0518 is below the 0.09 group average. The range runs from 0.0652 (Goldman Sachs High) to 0.1334 (George Putnam Fund). ONE CHOICE'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 One Choice 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.
ONE CHOICE's Maximum Drawdown of
2.14 runs about
41.35 times its Sortino Ratio of
0.05 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for ONE CHOICE.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for ONE CHOICE is 0.0518. The Sortino Ratio for ONE CHOICE applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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