| SDCU Stock | | | 0.16 0.01 6.67% |
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Sonoran Desert Copper has current Sortino Ratio of 0.0044. 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 |
| = | 0.0044 | |
| ER[a] | = | Expected return on investing in Sonoran Desert |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sonoran Desert Sortino Ratio Peers Comparison
Sonoran Sortino Ratio Relative To Other Indicators
Sonoran Desert Copper is rated
fourth in sortino ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
8,678 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Sonoran Desert Copper is roughly
8,678 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
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