DIVERSIFIED BOND Sortino Ratio
| CDBCX Fund | | | USD 9.15 -0.01 -0.11% |
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 DIVERSIFIED BOND's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
DIVERSIFIED BOND carries a Sortino Ratio of 0, consistent with its current reading on this measure. This reflects DIVERSIFIED BOND'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 DIVERSIFIED BOND |
| 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 Diversified Bond 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 DIVERSIFIED BOND to PeersMethodology, Assumptions & Data Sources
DIVERSIFIED BOND's Sortino Ratio currently stands at 0. The Sortino Ratio for DIVERSIFIED BOND is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. 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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