Ford Motor Sortino Ratio

Ford Motor Co has current Sortino Ratio of 0.2951. 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.
Ford Motor 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.2951
ER[a] =   Expected return on investing in Ford Motor
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Ford Motor Co is rated # 3 in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  18.50  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Ford Motor Co is roughly  18.50 
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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Ford Motor Company together with its subsidiaries designs manufactures markets finances and services automobiles. more
NameFord Motor Co
InstrumentUSA Stock
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number0000037996
ISINUS3453708600
CUSIP345370860
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