Treasure Global Sortino Ratio
| TGL Stock | | | USD 4.79 0.49 11.40% |
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 Treasure Global's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
With Sortino Ratio at 0.1122, Treasure Global shows its current reading on this measure. This reflects Treasure Global's positioning relative to its own recent range within Stock.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1122 | |
| ER[a] | = | Expected return on investing in Treasure Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Treasure Global's Sortino Ratio of 0.1122 falls below the 0.2 peer average. Values range from 0.0135 (51Talk Online Education) to 0.4187 (Urgently Common Stock), with wide dispersion across the group. Treasure Global'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 Treasure Global 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.
The Maximum Drawdown-to-Sortino Ratio ratio for Treasure Global sits near
261.38 , with Sortino Ratio at
0.11 and Maximum Drawdown at
29.33 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Treasure Global.
Methodology, Assumptions & Data Sources
The current Sortino Ratio for Treasure Global is 0.1122. Treasure Global's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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