Salesforce Sortino Ratio 
salesforce inc has current Sortino Ratio of 0.0363. The Sortino ratio measures the riskadjusted 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 userspecified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment riskadjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment returngenerating efficiency.
salesforce inc is rated below average in sortino ratio category among related companies. It is rated second in maximum drawdown category among related companies reporting about 261.09 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for salesforce inc is roughly 261.09
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
Salesforce 
 =  0.0363 

Sortino Ratio Comparison
Sortino Ratio  ...

Compare Salesforce to competition 
salesforce.com inc. offer enterprise cloud computing solutions with a focus on customer relationship management to various businesses and industries worldwide. more
Name  salesforce inc 
Instrument  USA Stock 
Region  North America 
Exchange  New York Stock Exchange 
CIK Number  0001108524 
ISIN  US79466L3024 
CUSIP  79466L302 
Analyst Consensus  
Piotroski F Score  
Macroaxis Advice  
Currency  USD  US Dollar 
Technical Indicators
All Salesforce 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  0.0092  
Market Risk Adjusted Performance  0.0073  
Mean Deviation  2.05  
Semi Deviation  2.61  
Downside Deviation  2.72  
Coefficient Of Variation  49107.87  
Standard Deviation  2.97  
Variance  8.83  
Information Ratio  0.0332  
Jensen Alpha  0.1483  
Total Risk Alpha  0.5205  
Sortino Ratio  0.0363  
Treynor Ratio  (0.0027)  
Maximum Drawdown  9.48  
Value At Risk  (5.63)  
Potential Upside  5.15  
Downside Variance  7.41  
Semi Variance  6.83  
Expected Short fall  (2.83)  
Skewness  0.0359  
Kurtosis  0.3245 