First Republic Sortino Ratio
| FRCB Pink Sheet | | | 0.0023 0.0003 15.00% |
Current and historical Sortino Ratio readings for First Republic Bank are documented here alongside peer-relative positioning.
Equity Screeners support ranking instruments by Sortino Ratio and additional technical measures. For First Republic,
First Republic Volatility and
First Republic Price History supply complementary context.
Current Sortino Ratio Value
At 0.4896, First Republic exhibits its current reading on this measure in Sortino Ratio. This reflects First Republic's positioning relative to its own recent range within Pink Sheet.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.4896 | |
| ER[a] | = | Expected return on investing in First Republic |
| 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 First Republic 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.
First Republic's Maximum Drawdown of
736.67 runs about
1,505 times its Sortino Ratio of
0.49 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for First Republic.
Methodology, Assumptions & Data Sources
First Republic has a current Sortino Ratio reading of 0.4896. The Sortino Ratio for First Republic is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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