| H4ZF Etf | | | EUR 58.45 0.02 0.03% |
HSBC SP sortino-ratio technical analysis lookup allows you to check this and other technical indicators for HSBC SP 500 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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HSBC SP 500 has current Sortino Ratio of 0.2809. 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 |
| = | 0.2809 | |
| ER[a] | = | Expected return on investing in HSBC SP |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
HSBC SP Sortino Ratio Peers Comparison
HSBC Sortino Ratio Relative To Other Indicators
HSBC SP 500 is one of the top ETFs in sortino ratio as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
22.25 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for HSBC SP 500 is roughly
22.25 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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