Lionheart Holdings Sortino Ratio
| CUB Stock | | | USD 10.80 0.01 0.09% |
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 Lionheart Holdings's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.1185, Lionheart Holdings's Sortino Ratio indicates its current reading on this measure. This reflects Lionheart Holdings's positioning relative to its own recent range within Diversified Capital Markets.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1185 | |
| ER[a] | = | Expected return on investing in Lionheart Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Lionheart Holdings's Sortino Ratio of 0.1185 is above the 0.1 group average. The range runs from 0.0351 (Vine Hill Capital) to 0.2118 (Fifth Era Acquisition). Lionheart Holdings'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 Lionheart 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.
Lionheart Holdings's Maximum Drawdown of
0.65 runs about
5.48 times its Sortino Ratio of
0.12 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Lionheart Holdings.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Lionheart Holdings is 0.1185. Sortino Ratio for Lionheart Holdings is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Lionheart Holdings operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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