## NZSE Sortino Ratio |
NZS |

NZ50 -- New Zealand Index | ## 11,677 8.60 0.07% |

Symbol |

| = | 0.0256 |

ER[a] | = | Expected return on investing in NZSE |

ER[b] | = | Expected return on market index or selected benchmark |

DD | = | Downside Deviation |

## Sortino Ratio Comparison

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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## Thematic Opportunities

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## NZSE Technical Signals

### All NZSE Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.1429 | ||

Mean Deviation | 0.4132 | ||

Semi Deviation | 0.3628 | ||

Downside Deviation | 0.6118 | ||

Coefficient Of Variation | 467.97 | ||

Standard Deviation | 0.5739 | ||

Variance | 0.3294 | ||

Information Ratio | 0.0273 | ||

Total Risk Alpha | 0.0304 | ||

Sortino Ratio | 0.0256 | ||

Maximum Drawdown | 4.08 | ||

Value At Risk | (0.65) | ||

Potential Upside | 0.8296 | ||

Downside Variance | 0.3743 | ||

Semi Variance | 0.1316 | ||

Expected Short fall | (0.48) | ||

Skewness | (0.77) | ||

Kurtosis | 4.6 |