| 594918CF9 | | | 72.61 4.32 6.33% |
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MICROSOFT PORATION has current Sortino Ratio of 0.0032. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or the required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0032 | |
| ER[a] | = | Expected return on investing in MICROSOFT |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
MICROSOFT Sortino Ratio Peers Comparison
MICROSOFT Sortino Ratio Relative To Other Indicators
MICROSOFT PORATION cannot be rated in Sortino Ratio category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
10,716 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for MICROSOFT PORATION is roughly
10,716 The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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