Xtrackers Cybersecurity Sortino Ratio
| PSWD ETF | | | 35.63 1.23 3.58% |
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 Xtrackers Cybersecurity's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.0832, Xtrackers Cybersecurity's Sortino Ratio indicates its current reading on this measure. This reflects Xtrackers Cybersecurity's positioning relative to its own recent range within ETF.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0832 | |
| ER[a] | = | Expected return on investing in Xtrackers Cybersecurity |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, Xtrackers Cybersecurity's Sortino Ratio of 0.0832 is below the 0.1 group average. The range runs from 0.0123 (ProShares MSCI Europe) to 0.276 (Xtrackers Semiconductor Select). Xtrackers Cybersecurity'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 Xtrackers Cybersecurity 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
7.67 , Xtrackers Cybersecurity shows a
92.23 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Xtrackers Cybersecurity.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Xtrackers Cybersecurity is 0.0832. This Sortino Ratio reading for Xtrackers Cybersecurity results from applying the indicator's calculation rules to price and volume data over the selected window. 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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