Fulcrum Therapeutics Sortino Ratio
| FULC Stock | | | USD 7.11 0.09 1.28% |
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 Fulcrum Therapeutics's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0, Fulcrum Therapeutics's Sortino Ratio indicates its current reading on this measure. This reflects Fulcrum Therapeutics's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Fulcrum Therapeutics |
| 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 Fulcrum Therapeutics 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.
Compare Fulcrum Therapeutics to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Fulcrum Therapeutics is 0. The Sortino Ratio for Fulcrum Therapeutics applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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