| SUFCX Fund | | | USD 14.75 0.19 1.30% |
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Guggenheim Styleplus has current Sortino Ratio of 0.0597. 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 |
| = | 0.0597 | |
| ER[a] | = | Expected return on investing in Guggenheim Styleplus |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Guggenheim Styleplus Sortino Ratio Peers Comparison
Guggenheim Sortino Ratio Relative To Other Indicators
Guggenheim Styleplus is rated top fund in sortino ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
78.68 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Guggenheim Styleplus is roughly
78.68 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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