Columbia Emerging Sortino Ratio
| EEMAX Fund | | | USD 21.45 0.78 3.77% |
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 Columbia Emerging's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Columbia Emerging's Sortino Ratio of 0.146 reflects its current reading on this measure. This reflects Columbia Emerging's positioning relative to its own recent range within Columbia Threadneedle Funds.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.146 | |
| ER[a] | = | Expected return on investing in Columbia Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Columbia Emerging's Sortino Ratio of 0.146 is above the 0.04 group average. The range runs from -0.021 (Simt Global Managed) to 0.0845 (Brown Advisory ). Columbia Emerging'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 Columbia Emerging 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.
Columbia Emerging's Maximum Drawdown of
8.67 runs about
59.35 times its Sortino Ratio of
0.15 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Columbia Emerging.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Columbia Emerging is 0.146. Sortino Ratio for Columbia Emerging is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Columbia Emerging operates in the diversified emerging mkts sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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