Agilent Technologies Sortino Ratio 
A  USA Stock  Fiscal Quarter End: October 31, 2019 
Symbol 
 =  0.1018 
ER[a]  =  Expected return on investing in Agilent Technologies 
ER[b]  =  Expected return on market index or selected benchmark 
DD  =  Downside Deviation 
Sortino Ratio Comparison
Agilent Technologies is rated fourth in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 94.05 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Agilent Technologies is roughly 94.05
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 riskSortino Ratio  ...

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Risk Adjusted Performance  0.0947  
Market Risk Adjusted Performance  0.1167  
Mean Deviation  1.24  
Semi Deviation  1.54  
Downside Deviation  1.67  
Coefficient Of Variation  1080.43  
Standard Deviation  1.69  
Variance  2.87  
Information Ratio  0.1006  
Jensen Alpha  0.1792  
Total Risk Alpha  0.1877  
Sortino Ratio  0.1018  
Treynor Ratio  0.1067  
Maximum Drawdown  9.57  
Value At Risk  (3.03)  
Potential Upside  2.73  
Downside Variance  2.8  
Semi Variance  2.37  
Expected Short fall  (1.29)  
Skewness  0.3238  
Kurtosis  1.75 
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