Metropolitan Bank Sortino Ratio 
MCB  USA Stock  Fiscal Quarter End: December 31, 2019 
Symbol 
 =  0.2421 
ER[a]  =  Expected return on investing in Metropolitan Bank 
ER[b]  =  Expected return on market index or selected benchmark 
DD  =  Downside Deviation 
Sortino Ratio Comparison
Metropolitan Bank Holding Corp is regarded second in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 16.87 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Metropolitan Bank Holding Corp is roughly 16.87
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  0.1555  
Market Risk Adjusted Performance  0.2686  
Mean Deviation  0.8532  
Semi Deviation  0.6051  
Downside Deviation  0.917  
Coefficient Of Variation  400.4  
Standard Deviation  1.11  
Variance  1.22  
Information Ratio  0.2009  
Jensen Alpha  0.2207  
Total Risk Alpha  0.1855  
Sortino Ratio  0.2421  
Treynor Ratio  0.2586  
Maximum Drawdown  4.09  
Value At Risk  (1.40)  
Potential Upside  2.26  
Downside Variance  0.8408  
Semi Variance  0.3662  
Expected Short fall  (1.00)  
Skewness  0.4739  
Kurtosis  0.3154 
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