Korn Ferry Sortino Ratio 
KFY  USA Stock  Fiscal Quarter End: January 31, 2020 
Symbol 
 =  0.1217 
ER[a]  =  Expected return on investing in Korn Ferry 
ER[b]  =  Expected return on market index or selected benchmark 
DD  =  Downside Deviation 
Sortino Ratio Comparison
Korn Ferry is rated fourth overall in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 45.02 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Korn Ferry is roughly 45.02
Sortino Ratio 

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Korn Ferry Technical Signals
All Korn Ferry Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
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Statistic Functions  
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Volume Indicators 
Risk Adjusted Performance  0.104  
Market Risk Adjusted Performance  0.3005  
Mean Deviation  0.921  
Semi Deviation  0.752  
Downside Deviation  1.01  
Coefficient Of Variation  488.18  
Standard Deviation  1.19  
Variance  1.42  
Information Ratio  0.103  
Jensen Alpha  0.1443  
Total Risk Alpha  (0.043132)  
Sortino Ratio  0.1217  
Treynor Ratio  0.2905  
Maximum Drawdown  5.48  
Value At Risk  (1.18)  
Potential Upside  2.7  
Downside Variance  1.02  
Semi Variance  0.5654  
Expected Short fall  (1.07)  
Skewness  0.3303  
Kurtosis  0.4432 