PRUK.L's Sortino Ratio of 0.89 indicates that for each unit of downside volatility, it generates 0.89 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
PRUK.L Sortino Ratio Rank
PRUK.L ranks above 17.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
PRUK.L Sortino Ratio Market Positioning
The chart shows PRUK.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.28 or lower
- Yellow zone (middle 50%): 1.28 to 2.90
- Green zone (top 25%): 2.90 or higher
- Top 1%: 14.89+
- Median: 2.15 — half of all investments score higher
How it compares to other similar ETFs
The table compares Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)'s Sortino Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how PRUK.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| JRDZ.L | JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 299.22 | |||
| PAES.L | Invesco MSCI Europe ESG Climate Paris Aligned UCITS ETF Acc | 171.48 | |||
| JRDE.L | JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 6.96 | |||
| IEFV.L | iShares Edge MSCI Europe Value Factor UCITS ETF | 3.64 | |||
| CS1.L | Amundi ETF MSCI Spain UCITS ETF EUR (C) | 3.60 | |||
| LCPE.L | Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS | 3.57 | |||
| LDEG.L | L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 3.55 | |||
| FLXD.L | Franklin European Quality Dividend UCITS ETF | 3.54 | |||
| EVAL.L | SPDR MSCI Europe Value UCITS ETF | 3.46 | |||
| IEDL.L | iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 3.43 | |||
| PRUK.L | Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) | 0.89 |
Historical Sortino Ratio
The chart shows PRUK.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when PRUK.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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