Trilogy Metals Sortino Ratio
| TMQ Stock | | | USD 4.49 0.04 0.90% |
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 Trilogy Metals's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
Trilogy Metals's Sortino Ratio of 0 reflects its current reading on this measure. This reflects Trilogy Metals's positioning relative to its own recent range within Diversified Metals & Mining.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0 | |
| ER[a] | = | Expected return on investing in Trilogy Metals |
| 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 Trilogy Metals 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 Trilogy Metals to PeersMethodology, Assumptions & Data Sources
The current Sortino Ratio for Trilogy Metals is 0. Sortino Ratio for Trilogy Metals 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. Trilogy Metals operates in the basic materials 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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