Healthpeak Properties Sortino Ratio
| DOC Stock | | | USD 17.07 -0.33 -1.90% |
This technical indicator view for Sortino Ratio organizes signals for Healthpeak Properties and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Healthpeak Properties has a market cap of 12.09 B, operating margin of 20.07%, ROE of 1.16%. See
Investing Opportunities for portfolio-level analysis. This suggests a position in Healthpeak Properties inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
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Healthpeak Properties has current Sortino Ratio of 0.0257. 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 |
| = | 0.0257 | |
| ER[a] | = | Expected return on investing in Healthpeak Properties |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Healthpeak Properties Sortino Ratio Peers Comparison
Healthpeak Sortino Ratio Relative To Other Indicators
Healthpeak Properties is rated
below average. in sortino ratio category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
259.75 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Healthpeak Properties is roughly
259.75 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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