Uwc Bhd Sortino Ratio

5292 Stock   3.10  0.13  4.38%   
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Uwc Bhd has current Sortino Ratio of 0.228. 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

 = 
0.228
ER[a] = Expected return on investing in Uwc Bhd
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

Uwc Bhd Sortino Ratio Peers Comparison

Uwc Sortino Ratio Relative To Other Indicators

Uwc Bhd is rated second in sortino ratio category among its peers. It is rated fifth in maximum drawdown category among its peers reporting about  69.15  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Uwc Bhd is roughly  69.15 
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
Compare Uwc Bhd to Peers

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