Morphic Ethical Equity Fund (ASX:MEC) 10-Year Sortino Ratio: N/A (As of Sep. 05, 2026)

Morphic Ethical Equity Fund  (ASX:MEC) 10-Year Sortino Ratio Explanation

The 10-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past ten year. It is calculated as the annualized result of the average ten-year monthly excess returns divided by the standard deviation of negative returns in the ten-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.

Morphic Ethical Equity Fund 10-Year Sortino Ratio Related Terms

ASX:MEC vs BLK, BX, KKR: 10-Year Sortino Ratio Comparison

For the Asset Management subindustry, Morphic Ethical Equity Fund's 10-Year Sortino Ratio, along with its competitors' market caps and 10-Year Sortino Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Morphic Ethical Equity Fund 10-Year Sortino Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Morphic Ethical Equity Fund's 10-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Morphic Ethical Equity Fund's 10-Year Sortino Ratio falls into.

Morphic Ethical Equity Fund 10-Year Sortino Ratio Calculation

The 10-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last ten year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 10-Year Sortino Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past ten year.

A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.

Morphic Ethical Equity Fund Business Description