SoFi Enhanced Sortino Ratio
| THTA ETF | | | 15.58 -0.03 -0.19% |
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 SoFi Enhanced's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.1895, SoFi Enhanced exhibits its current reading on this measure in Sortino Ratio. This reflects SoFi Enhanced's positioning relative to its own recent range within ETF.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1895 | |
| ER[a] | = | Expected return on investing in SoFi Enhanced |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, SoFi Enhanced's Sortino Ratio is above the group average of 0.08. Peer readings range from 0.0076 (Tactical Advantage ETF) to 0.1551 (Invesco), reflecting wide dispersion across the sector. SoFi Enhanced'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 SoFi Enhanced 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.
SoFi Enhanced's Maximum Drawdown of
1.95 runs about
10.31 times its Sortino Ratio of
0.19 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for SoFi Enhanced.
Methodology, Assumptions & Data Sources
SoFi Enhanced's Sortino Ratio currently stands at 0.1895. This Sortino Ratio reading for SoFi Enhanced results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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