Matthews Emerging Sortino Ratio
| EMSF ETF | | | USD 40.50 -0.10 -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 Matthews Emerging's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Matthews Emerging registers a Sortino Ratio of 0.1541, reflecting its current reading on this measure. This reflects Matthews Emerging's positioning relative to its own recent range within ETF.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1541 | |
| ER[a] | = | Expected return on investing in Matthews Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Matthews Emerging falls above the 0.05 peer average for Sortino Ratio. iShares MSCI Finland leads at 0.081 while KFA Value Line registers the lowest at 0.0203. Matthews 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 Matthews 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.
Matthews Emerging records a Sortino Ratio of
0.15 and a Maximum Drawdown of
8.98 , yielding roughly
58.26 units of Maximum Drawdown per Sortino Ratio. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Matthews Emerging.
Methodology, Assumptions & Data Sources
Matthews Emerging's Sortino Ratio currently stands at 0.1541. This Sortino Ratio reading for Matthews Emerging results from applying the indicator's calculation rules to price and volume data over the selected window. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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