VanEck LongFlat Sortino Ratio
| LFEQ ETF | | | USD 57.12 0.61 1.08% |
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 VanEck LongFlat's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The current Sortino Ratio of 0.0355 places VanEck LongFlat at its current reading on this measure. This reflects VanEck LongFlat's positioning relative to its own recent range within ETF.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0355 | |
| ER[a] | = | Expected return on investing in VanEck LongFlat |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
VanEck LongFlat's Sortino Ratio of 0.0355 falls below the 0.04 peer average. Values range from 0.0053 (Janus Henderson Mid) to 0.0722 (Allianzim Large Cap), with wide dispersion across the group. VanEck LongFlat'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 VanEck LongFlat 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.
VanEck LongFlat's Sortino Ratio reads
0.04 while Maximum Drawdown reads
3.79 , a
106.70 ratio between the two. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for VanEck LongFlat.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for VanEck LongFlat is 0.0355. This Sortino Ratio reading for VanEck LongFlat 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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