BetaShares Global Sortino Ratio

RBTZ Etf   15.13  0.16  1.05%   
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BetaShares Global Robotics has current Sortino Ratio of 0.1512. 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

 = 
0.1512
ER[a] = Expected return on investing in BetaShares Global
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

BetaShares Global Sortino Ratio Peers Comparison

BetaShares Sortino Ratio Relative To Other Indicators

BetaShares Global Robotics is rated third largest ETF in sortino ratio as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  32.47  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for BetaShares Global Robotics is roughly  32.47 
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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