Microchip Technology Sortino Ratio
| M1CH34 Stock | | | BRL 240.93 -5.67 -2.30% |
Sortino Ratio readings for Microchip Technology Incorporated are presented with current values, historical context, and comparative peer data. Interpretation is strongest when the reading is compared to both historical and peer benchmarks. Use
Microchip Technology Volatility alongside
Microchip Technology Price History to build context for Microchip Technology.
Current Sortino Ratio Value
The current Sortino Ratio of 0.0987 places Microchip Technology at its current reading on this measure. This reflects Microchip Technology's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0987 | |
| ER[a] | = | Expected return on investing in Microchip Technology |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.2 for Sortino Ratio, with Microchip Technology at 0.0987 falling below that level. Readings span 0.035 (NVIDIA) to 0.5269 (Intel). Microchip Technology'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 Microchip Technology 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.
Microchip Technology's Maximum Drawdown of
22.65 runs about
229.49 times its Sortino Ratio of
0.10 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Microchip Technology.
Methodology, Assumptions & Data Sources
Microchip Technology has a current Sortino Ratio reading of 0.0987. Microchip Technology'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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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