Baird Aggregate Sortino Ratio
| BAGIX Fund | | | USD 9.82 0.02 0.20% |
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 Baird Aggregate's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Baird Aggregate has a Sortino Ratio of 0, indicating its current reading on this measure. This reflects Baird Aggregate's positioning relative to its own recent range within Mutual Fund Funds.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Baird Aggregate |
| 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 Baird Aggregate 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.
Compare Baird Aggregate to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Baird Aggregate is 0. Baird Aggregate's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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