Horace Mann Sortino Ratio
| HMN Stock | | | USD 45.15 -0.50 -1.10% |
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 Horace Mann's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Horace Mann has a Sortino Ratio of 0.026, indicating its current reading on this measure. This reflects Horace Mann's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.026 | |
| ER[a] | = | Expected return on investing in Horace Mann |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.07 for Sortino Ratio, with Horace Mann at 0.026 falling below that level. Readings span -0.002 (Skyward Specialty Insurance) to 0.132 (OFG Bancorp). Horace Mann'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 Horace Mann 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.
Horace Mann shows nearly
194.62 of Maximum Drawdown per unit of Sortino Ratio (
0.03 versus
5.06 ). This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Horace Mann.
Methodology, Assumptions & Data Sources
Horace Mann has a current Sortino Ratio reading of 0.026. The Sortino Ratio for Horace Mann applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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