| GERD Etf | | | 11.86 0.04 0.34% |
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LG Gerd Kommer has current Sortino Ratio of 0.1127. 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 |
| = | 0.1127 | |
| ER[a] | = | Expected return on investing in LG Gerd |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
LG Gerd Sortino Ratio Peers Comparison
GERD Sortino Ratio Relative To Other Indicators
LG Gerd Kommer is rated
# 3 ETF in sortino ratio as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
30.67 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for LG Gerd Kommer is roughly
30.67 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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