Atlassian Corp Sortino Ratio
| TEAM Stock | | | USD 88.80 -3.55 -3.84% |
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 Atlassian Corp's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0, Atlassian Corp exhibits its current reading on this measure in Sortino Ratio. This reflects Atlassian Corp's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Atlassian Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Atlassian Corp 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.
Compare Atlassian Corp to PeersMethodology, Assumptions & Data Sources
Atlassian Corp has a current Sortino Ratio reading of 0. This Sortino Ratio reading for Atlassian Corp results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators