| MAVFX Fund | | | USD 108.10 0.03 0.03% |
Matrix Advisors sortino-ratio technical analysis lookup allows you to check this and other technical indicators for Matrix Advisors Value or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
Equity Screeners to view more equity screening tools
Matrix Advisors Value has current Sortino Ratio of 0.0145. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0145 | |
| ER[a] | = | Expected return on investing in Matrix Advisors |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Matrix Advisors Sortino Ratio Peers Comparison
MATRIX Sortino Ratio Relative To Other Indicators
Matrix Advisors Value is number one fund in sortino ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
350.43 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Matrix Advisors Value is roughly
350.43 The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.