Microsoft Sortino Ratio 
Microsoft Corporation has current Sortino Ratio of 0.1797. 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.
Microsoft Corporation is regarded fourth in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 18.42 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Microsoft Corporation is roughly 18.42
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
Microsoft 
 =  0.1797 

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Microsoft Corporationration a technology company develops licenses and supports software products services and devices worldwide. more
Name  Microsoft Corporation 
Instrument  USA Stock 
Region  North America 
Exchange  NASDAQ 
CIK Number  0000789019 
ISIN  US5949181045 
CUSIP  594918104 
Analyst Consensus  
Piotroski F Score  
Macroaxis Advice  
Bond Rating  AAAExceptional 
Currency  USD  US Dollar 
Technical Indicators
All Microsoft 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  0.0928  
Market Risk Adjusted Performance  (1.12)  
Mean Deviation  0.7422  
Semi Deviation  0.5014  
Downside Deviation  0.7318  
Coefficient Of Variation  772.15  
Standard Deviation  1.17  
Variance  1.36  
Information Ratio  0.1126  
Jensen Alpha  0.1424  
Total Risk Alpha  0.1246  
Sortino Ratio  0.1797  
Treynor Ratio  (1.13)  
Maximum Drawdown  3.31  
Value At Risk  (1.09)  
Potential Upside  1.85  
Downside Variance  0.5355  
Semi Variance  0.2514  
Expected Short fall  (0.96)  
Skewness  2.19  
Kurtosis  6.96 