Solowin Holdings Sortino Ratio
| AXG Stock | | | 3.68 0.03 0.82% |
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 Solowin Holdings's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Solowin Holdings carries a Sortino Ratio of 0.0905, consistent with its current reading on this measure. This reflects Solowin Holdings's positioning relative to its own recent range within Investment Banking & Brokerage.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0905 | |
| ER[a] | = | Expected return on investing in Solowin Holdings |
| 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 Solowin Holdings 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.
Solowin Holdings records a Sortino Ratio of
0.09 and a Maximum Drawdown of
22.89 , yielding roughly
252.89 units of Maximum Drawdown per Sortino Ratio. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Solowin Holdings.
Methodology, Assumptions & Data Sources
Solowin Holdings' Sortino Ratio currently stands at 0.0905. This Sortino Ratio reading for Solowin Holdings results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Solowin Holdings operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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