Alphabet Sortino Ratio 
GOOG  USA Stock  USD 1,335 19.41 1.48% 
Symbol 
 =  0.0395 
ER[a]  =  Expected return on investing in Alphabet 
ER[b]  =  Expected return on market index or selected benchmark 
DD  =  Downside Deviation 
Sortino Ratio Comparison
Alphabet is rated below average in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 124.03 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Alphabet is roughly 124.03
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 riskSortino Ratio 

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Risk Adjusted Performance  0.0972  
Market Risk Adjusted Performance  0.1159  
Mean Deviation  0.853  
Semi Deviation  0.9417  
Downside Deviation  1.12  
Coefficient Of Variation  767.68  
Standard Deviation  1.13  
Variance  1.28  
Information Ratio  0.039  
Jensen Alpha  0.0162  
Total Risk Alpha  (0.009874)  
Sortino Ratio  0.0395  
Treynor Ratio  0.1059  
Maximum Drawdown  4.9  
Value At Risk  (1.66)  
Potential Upside  1.97  
Downside Variance  1.25  
Semi Variance  0.8868  
Expected Short fall  (0.94)  
Skewness  (0.30)  
Kurtosis  0.4626 
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