American Airlines Sortino Ratio

American Airlines Group Inc -- USA Stock  

USD 52.03  0.04  0.08%

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American Airlines Group Inc has current Sortino Ratio of 0.734. 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.
American Airlines 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.734
ER[a] =   Expected return on investing in American Airlines
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

American Airlines Group Inc is rated third in sortino ratio category among related companies. It is rated third in maximum drawdown category among related companies reporting about  9.79  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for American Airlines Group Inc is roughly  9.79 
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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American Airlines Group Inc., through its subsidiaries, operates in the airline industry. more
NameAmerican Airlines Group Inc
Analyst Consensus
Piotroski F Score
Macroaxis Advice
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number00006201.0
ISINUS02376R1023
CUSIP02376R102
CurrencyUSD - US Dollar