| SFBC Stock | | | USD 53.57 0.43 0.80% |
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Sound Financial Bancorp has current Sortino Ratio of 0.0554. 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 |
| = | 0.0554 | |
| ER[a] | = | Expected return on investing in Sound Financial |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sound Financial Sortino Ratio Peers Comparison
Sound Sortino Ratio Relative To Other Indicators
Sound Financial Bancorp is rated
fifth in sortino ratio category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
204.54 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Sound Financial Bancorp is roughly
204.54 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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