ELECTRONIC CONTROL Sortino Ratio

EKCS -- USA Stock  

USD 0.08  0.0001  0.13%

ELECTRONIC CONTROL sortino-ratio technical analysis lookup allows you to check this and other technical indicators for ELECTRONIC CONTROL SECURITY INC or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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ELECTRONIC CONTROL SECURITY INC has current Sortino Ratio of 0.0464. 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.
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.0464
ER[a] =   Expected return on investing in ELECTRONIC CONTROL
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

ELECTRONIC CONTROL SECURITY INC is rated # 4 in sortino ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  2,232  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for ELECTRONIC CONTROL SECURITY INC is roughly  2,232 
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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