SLR Investment Sortino Ratio
| SLRC Stock | | | USD 15.70 0.33 2.15% |
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 SLR Investment's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.0516, SLR Investment's Sortino Ratio indicates its current reading on this measure. This reflects SLR Investment's positioning relative to its own recent range within Asset Management & Custody Banks.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0516 | |
| ER[a] | = | Expected return on investing in SLR Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Among sector peers, SLR Investment's Sortino Ratio of 0.0516 is above the 0.04 group average. The range runs from 0.0125 (ASA Gold and) to 0.0652 (Tortoise Energy Infrastructure). SLR Investment'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 SLR Investment 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
0.05 and Maximum Drawdown at
8.19 , SLR Investment shows a
158.80 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Sortino Ratio for SLR Investment.
Methodology, Assumptions & Data Sources
SLR Investment's Sortino Ratio currently stands at 0.0516. Sortino Ratio for SLR Investment is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. SLR Investment operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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