Sprint Sortino Ratio

Sprint Corporation has current Sortino Ratio of 0.0. 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 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.
Sprint 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.0
ER[a] =   Expected return on investing in Sprint
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Sprint Corporation is rated below average in sortino ratio category among related companies. It is rated third in maximum drawdown category among related companies .
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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Sprint Corporationration, through its subsidiaries, offer various wireless and wireline communications solutions and services to consumers, businesses, government subscribers, and resellers in the United States, Puerto Rico, and the U.S. more
NameSprint Corporation
InstrumentUSA Stock
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00101830.0
CUSIP85207U105,852061100
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating