Bank Ocbc Sortino Ratio

NISP Stock  IDR 1,400  52.00  3.86%   
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Bank Ocbc Nisp has current Sortino Ratio of 0.1675. 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

 = 
0.1675
ER[a] = Expected return on investing in Bank Ocbc
ER[b] = Expected return on market index or selected benchmark
DD = Downside Deviation

Bank Ocbc Sortino Ratio Peers Comparison

Bank Sortino Ratio Relative To Other Indicators

Bank Ocbc Nisp is considered to be number one stock in sortino ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  41.29  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Bank Ocbc Nisp is roughly  41.29 
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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