ATWEC Technologies Sortino Ratio

ATWT Stock  USD 0  0.0002  15.38%   
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ATWEC Technologies has current Sortino Ratio of 0.0626. 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

 = 
0.0626
ER[a] = Expected return on investing in ATWEC Technologies
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

ATWEC Technologies Sortino Ratio Peers Comparison

ATWEC Sortino Ratio Relative To Other Indicators

ATWEC Technologies is rated fifth in sortino ratio category among its peers. It is rated third in maximum drawdown category among its peers reporting about  1,558  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for ATWEC Technologies is roughly  1,558 
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 ATWEC Technologies to Peers

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