Generation Bio Sortino Ratio
| GBIODelisted Delisted Stock | | | USD 5.34 0.00 0.00% |
Sortino Ratio for Generation Bio Co is tracked, covering the current reading, formula details, and peer comparison data. The reading is most informative when compared against the instrument's own historical range. Supplemental context on Generation Bio is available through
Generation Bio Volatility and
Generation Bio Price History.
Current Sortino Ratio Value
Generation Bio registers a Sortino Ratio of 0.0255, reflecting its current reading on this measure. This reflects Generation Bio's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0255 | |
| ER[a] | = | Expected return on investing in Generation Bio |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Generation Bio falls below the 0.1 peer average for Sortino Ratio. Boundless Bio Common leads at 0.2544 while NextCure registers the lowest at 2.0E-4. Generation Bio's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Generation Bio 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.
Generation Bio shows nearly
549.56 of Maximum Drawdown per unit of Sortino Ratio (
0.03 versus
14.01 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Generation Bio.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Generation Bio is 0.0255. Generation Bio's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for 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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