Gabelli Equity Sortino Ratio
| GAB Fund | | | USD 5.67 0.05 0.89% |
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 Gabelli Equity's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Gabelli Equity's Sortino Ratio of 0 reflects its current reading on this measure. This reflects Gabelli Equity's positioning relative to its own recent range within Fund Funds.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Gabelli Equity |
| 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 Gabelli Equity 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 Gabelli Equity to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Gabelli Equity is 0. This Sortino Ratio reading for Gabelli Equity results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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