BUFFALO LARGE Sortino Ratio
| BUFEX Fund | | | USD 62.94 -0.16 -0.25% |
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 BUFFALO LARGE's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
BUFFALO LARGE's Sortino Ratio of 0.1339 reflects its current reading on this measure. This reflects BUFFALO LARGE's positioning relative to its own recent range within Buffalo Funds.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1339 | |
| ER[a] | = | Expected return on investing in BUFFALO LARGE |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, BUFFALO LARGE's Sortino Ratio of 0.1339 is above the 0.06 group average. The range runs from 0.0167 (Buffalo Dividend Focus) to 0.1197 (Dunham International Stock). BUFFALO LARGE's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Buffalo Large 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.
BUFFALO LARGE's Maximum Drawdown of
4.37 runs about
32.61 times its Sortino Ratio of
0.13 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for BUFFALO LARGE.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for BUFFALO LARGE is 0.1339. The Sortino Ratio for BUFFALO LARGE applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. BUFFALO LARGE operates in the large growth sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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