Exxon Sortino Ratio 
Exxon Mobil Corporation has current Sortino Ratio of 0.4188. 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.
Exxon Mobil Corporation is rated second in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 12.69 of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Exxon Mobil Corporation is roughly 12.69
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
Exxon 
 =  0.4188 

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Exxon Mobil Corporationration explores for and produces crude oil and natural gas in the United States CanadaSouth America Europe Africa Asia and AustraliaOceania. more
Name  Exxon Mobil Corporation 
Instrument  USA Stock 
Region  North America 
Exchange  New York Stock Exchange 
CIK Number  0000034088 
ISIN  US30231G1022 
CUSIP  30231G102,302290101 
Analyst Consensus  
Piotroski F Score  
Macroaxis Advice  
Bond Rating  AAAExceptional 
Currency  USD  US Dollar 
Technical Indicators
All Exxon 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  0.1052  
Market Risk Adjusted Performance  (3.46)  
Mean Deviation  0.7122  
Semi Deviation  0.1969  
Downside Deviation  0.6085  
Coefficient Of Variation  567.57  
Standard Deviation  1.15  
Variance  1.32  
Information Ratio  0.2219  
Jensen Alpha  0.1889  
Total Risk Alpha  0.3187  
Sortino Ratio  0.4188  
Treynor Ratio  (3.47)  
Maximum Drawdown  5.32  
Value At Risk  (0.79)  
Potential Upside  1.96  
Downside Variance  0.3703  
Semi Variance  0.0388  
Expected Short fall  (0.95)  
Skewness  2.59  
Kurtosis  8.33 