Southeastern Banking Sortino Ratio
Current Sortino Ratio Value
At 0.1285, Southeastern Banking exhibits its current reading on this measure in Sortino Ratio. This reflects Southeastern Banking's positioning relative to its own recent range within Pink Sheet.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1285 | |
| ER[a] | = | Expected return on investing in Southeastern Banking |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Southeastern Banking's Sortino Ratio is below the group average of 0.18. Peer readings range from 0.048 (Highlands Bankshares) to 0.2568 (Merchants Marine Bancorp), reflecting wide dispersion across the sector. Southeastern Banking'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 Southeastern Banking 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
0.13 and Maximum Drawdown at
8.12 , Southeastern Banking shows a
63.19 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Southeastern Banking.
Methodology, Assumptions & Data Sources
Southeastern Banking has a current Sortino Ratio reading of 0.1285. The Sortino Ratio for Southeastern Banking is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. 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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