Agilent Technologies Sortino Ratio 
A  USA Stock  USD 76.40 0.75 0.97% 
Symbol 
 =  0.0449 
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 fifth in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 203.81 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Agilent Technologies is roughly 203.81
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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Agilent Technologies Technical Signals
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Risk Adjusted Performance  0.0653  
Market Risk Adjusted Performance  3.94  
Mean Deviation  1.16  
Semi Deviation  1.31  
Downside Deviation  1.56  
Coefficient Of Variation  1449.92  
Standard Deviation  1.62  
Variance  2.62  
Information Ratio  0.0432  
Jensen Alpha  0.1009  
Total Risk Alpha  0.0434  
Sortino Ratio  0.0449  
Treynor Ratio  3.93  
Maximum Drawdown  9.15  
Value At Risk  (2.94)  
Potential Upside  2.73  
Downside Variance  2.43  
Semi Variance  1.72  
Expected Short fall  (1.48)  
Skewness  0.5882  
Kurtosis  2.25 
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