Vanguard Total Sortino Ratio

VTISX -- USA Fund  

USD 121.41  0.01  0.0082%

Vanguard Total sortino-ratio technical analysis lookup allows you to check this and other technical indicators for Vanguard Total International St 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
Symbol
Refresh
Vanguard Total International St has current Sortino Ratio of 0.0021. 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 
 = 
0.0021
ER[a] =   Expected return on investing in Vanguard Total
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Vanguard Total International St is presently regarded as number one fund in sortino ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  1,345  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Vanguard Total International St is roughly  1,345 
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
Compare Vanguard Total to competition

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
Explore Thematic Ideas
Explore Investing Ideas  
Search macroaxis.com