111 Sortino Ratio
| YI Stock | | | USD 6.00 -0.20 -3.23% |
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 111's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
111's Sortino Ratio of 0.1126 reflects its current reading on this measure. This reflects 111's positioning relative to its own recent range within Consumer Staples Distribution & Retail.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.1126 | |
| ER[a] | = | Expected return on investing in 111 |
| 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 111 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.
At
0.11 for Sortino Ratio and
50.70 for Maximum Drawdown, 111's cross-indicator ratio sits almost
450.29 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for 111.
Methodology, Assumptions & Data Sources
111 has a current Sortino Ratio reading of 0.1126. The Sortino Ratio for 111 is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. 111 operates in the consumer staples sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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