Federated Short-term Sortino Ratio
| FSTIX Fund | | | USD 8.54 -0.01 -0.12% |
The Sortino Ratio technical lookup provides context for Federated Short Term Income and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Federated Short Term Income within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Federated Short Term Income has current Sortino Ratio of
-0.0007. 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 |
| = | -0.0007 | |
| ER[a] | = | Expected return on investing in Federated Short-term |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Federated Short-term Sortino Ratio Peers Comparison
Federated Sortino Ratio Relative To Other Indicators
Federated Short Term Income currently holds the
# 4 position in sortino ratio among similar funds. It is currently under evaluation. in maximum drawdown among similar funds .
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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