LTC Properties Sortino Ratio
| LTC Stock | | | USD 39.12 0.50 1.29% |
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 LTC Properties's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
LTC Properties has a Sortino Ratio of 0.0841, indicating its current reading on this measure. This reflects LTC Properties's positioning relative to its own recent range within Diversified REITs.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0841 | |
| ER[a] | = | Expected return on investing in LTC Properties |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.11 for Sortino Ratio, with LTC Properties at 0.0841 falling below that level. Readings span -0.0047 (Global Net Lease) to 0.27 (Sila Realty Trust). LTC Properties'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 LTC Properties 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.
With Sortino Ratio at
0.08 and Maximum Drawdown at
8.45 , LTC Properties shows a
100.46 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for LTC Properties.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for LTC Properties is 0.0841. The Sortino Ratio for LTC Properties 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. LTC Properties operates in the real estate sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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