Andean Precious Sortino Ratio
| APM Stock | | | 6.50 0.15 2.36% |
The Sortino Ratio signal for Andean Precious Metals reflects patterns observed in trading data. The
Equity Screeners module supports multi-indicator technical analysis. Andean Precious has a market cap of 1.12 B, operating margin of 33.97%. See
Trending Equities for portfolio-level analysis. Andean Precious Metals can be included in a portfolio to evaluate diversification impact. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Andean Precious Metals's company valuation — related indicators include
signals in inflation.
Andean Precious Metals has current Sortino Ratio of 0. 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 | |
| ER[a] | = | Expected return on investing in Andean Precious |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Sortino Ratio Relative To Other Indicators
Andean Precious Metals is rated
below average in sortino ratio compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
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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