CLO Sortino Ratio

CLO Crypto  USD 0.0001  0.000007  6.80%   
CLO sortino-ratio technical analysis lookup allows you to check this and other technical indicators for CLO or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
CLO has current Sortino Ratio of 0.7143. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.

Sortino Ratio

 = 

ER[a] - ER[b]

DD

 = 
0.7143
ER[a] = Expected return on investing in CLO
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

CLO Sortino Ratio Peers Comparison

00.71430.155500100%

CLO Sortino Ratio Relative To Other Indicators

CLO cannot be rated in Sortino Ratio category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  1,860  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for CLO is roughly  1,860 
JavaScript chart by amCharts 3.21.15PHATKOCLO 02004006008001K1.2K1.4K 00.10.20.30.40.50.60.70.8
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk

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