ULTRANASDAQ-100 PROFUND Sortino Ratio
| UOPSX Fund | | | USD 101.97 4.57 4.69% |
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 ULTRANASDAQ-100 PROFUND's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
At 0.2082, ULTRANASDAQ-100 PROFUND exhibits its current reading on this measure in Sortino Ratio. This reflects ULTRANASDAQ-100 PROFUND's positioning relative to its own recent range within Mutual Fund Funds.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.2082 | |
| ER[a] | = | Expected return on investing in ULTRANASDAQ-100 PROFUND |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, ULTRANASDAQ-100 PROFUND's Sortino Ratio is above the group average of 0.08. Peer readings range from 0.0308 (Rmb Mendon Financial) to 0.1186 (Allianzgi Equity Convertible), reflecting wide dispersion across the sector. ULTRANASDAQ-100 PROFUND'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 Ultranasdaq 100 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.
ULTRANASDAQ-100 PROFUND's Maximum Drawdown of
9.04 runs about
43.44 times its Sortino Ratio of
0.21 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for ULTRANASDAQ-100 PROFUND.
Methodology, Assumptions & Data Sources
ULTRANASDAQ-100 PROFUND has a current Sortino Ratio reading of 0.2082. This Sortino Ratio reading for ULTRANASDAQ-100 PROFUND results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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