LS 1x sortino-ratio technical analysis lookup allows you to check this and other technical indicators for LS 1x NIO or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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LS 1x NIO has current Sortino Ratio of 14.25. 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 |
| = | 14.25 | |
| ER[a] | = | Expected return on investing in LS 1x |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
LS 1x Sortino Ratio Peers Comparison
NIO Sortino Ratio Relative To Other Indicators
LS 1x NIO is regarded
second largest ETF in sortino ratio as compared to similar ETFs. It is rated number one ETF in maximum drawdown as compared to similar ETFs reporting about
680.86 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for LS 1x NIO is roughly
680.85 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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