Sprint Sortino Ratio

Sprint Corporation -- USA Stock  

USD 8.52  0.49  6.10%

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Sprint Corporation has current Sortino Ratio of 0.0276. 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 
 = 
0.0276
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 third in sortino ratio category among related companies. It is rated second in maximum drawdown category among related companies reporting about  320.43  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Sprint Corporation is roughly  320.43 
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
Compare Sprint to competition
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
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00101830.0
ISINUS85207U1051
CUSIP85207U105
CurrencyUSD - US Dollar