PRA Sortino Ratio
| PRAA Stock | | | USD 19.18 -1.70 -8.14% |
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 PRA's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
PRA's Sortino Ratio of 0.2765 reflects its current reading on this measure. This reflects PRA's positioning relative to its own recent range within Consumer Finance.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2765 | |
| ER[a] | = | Expected return on investing in PRA |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
The peer group averages 0.09 for Sortino Ratio, with PRA at 0.2765 falling above that level. Readings span 0.0073 (BitFuFu Class A) to 0.2172 (Gladstone Investment). PRA's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for PRA 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.
PRA's Maximum Drawdown of
30.48 runs about
110.23 times its Sortino Ratio of
0.28 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for PRA.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for PRA is 0.2765. The Sortino Ratio for PRA is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. PRA operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. 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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