Yahoo Sortino Ratio

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Yahoo Inc has current Sortino Ratio of 0.1588. 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.
Yahoo 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.1588
ER[a] =   Expected return on investing in Yahoo
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Yahoo Inc is rated third in sortino ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  17.86  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Yahoo Inc is roughly  17.86 
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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Yahoo Inc., together with its subsidiaries, offer search and display advertising services on Yahoo properties and affiliate sites worldwide. more
NameYahoo Inc
InstrumentUSA Stock
RegionNorth America
ExchangeNASDAQ
CIK Number01011006.0
ISINUS9843321061
CUSIP984332106
Analyst Consensus
Piotroski F Score
Macroaxis Advice
CurrencyUSD - US Dollar