PTR
PETROCHINA COMPANY LIMITED
stock NYSE

Important Mutual Funds Risk Ratios 👇
Standard Deviation: Lower is generally better (less volatile), but compare only within the same category.
Beta: ≈1 moves with the market, <1 is less volatile, >1 is more volatile.
Alpha: Higher is better; positive is good, negative is not desirable.
Sharpe Ratio: Higher is better; >1 is good, >2 is excellent.
Sortino Ratio: Higher is better; >1 is good, >2 is excellent.
Treynor Ratio: Higher is better; indicates better return for the market risk taken.
Information Ratio: Higher is better; >0.5 is good, >1 is excellent.
R-Squared: 85–100 means the benchmark is highly relevant; below 70 means the benchmark explains less of the fund's movement.
Upside Capture Ratio: Above 100% is good; the fund outperformed the benchmark in rising markets.
Downside Capture Ratio: Below 100% is good; lower means the fund lost less than the benchmark in falling markets.
Jensen's Alpha: Positive is good; higher positive values indicate better manager skill.
Tracking Error: Lower is better for index funds; higher may be acceptable for actively managed funds.
Portfolio Turnover Ratio (PTR): Lower generally means a long-term approach; very high PTR may increase costs and tax impact.
Maximum Drawdown: Smaller (less negative) is better; it indicates lower peak-to-trough loss.
Calmar Ratio: Higher is better; above 1 is considered good.
Omega Ratio: Higher is better; above 1 indicates gains outweigh losses.
Correlation: Close to +1 = moves together, close to 0 = little relationship, close to -1 = moves in opposite directions.
Rolling Returns: Higher and more consistent rolling returns are better than occasional high returns.
Active Share: Above 80% indicates a truly active fund; below 60% suggests it closely resembles the benchmark.
Capture Ratio (Combined): Higher upside capture (>100%) and lower downside capture (<100%) is the ideal combination.

Important Mutual Funds Risk Ratios 👇
Standard Deviation: Lower is generally better (less volatile), but compare only within the same category.
Beta: ≈1 moves with the market, <1 is less volatile, >1 is more volatile.
Alpha: Higher is better; positive is good, negative is not desirable.
Sharpe Ratio: Higher is better; >1 is good, >2 is excellent.
Sortino Ratio: Higher is better; >1 is good, >2 is excellent.
Treynor Ratio: Higher is better; indicates better return for the market risk taken.
Information Ratio: Higher is better; >0.5 is good, >1 is excellent.
R-Squared: 85–100 means the benchmark is highly relevant; below 70 means the benchmark explains less of the fund's movement.
Upside Capture Ratio: Above 100% is good; the fund outperformed the benchmark in rising markets.
Downside Capture Ratio: Below 100% is good; lower means the fund lost less than the benchmark in falling markets.
Jensen's Alpha: Positive is good; higher positive values indicate better manager skill.
Tracking Error: Lower is better for index funds; higher may be acceptable for actively managed funds.
Portfolio Turnover Ratio (PTR): Lower generally means a long-term approach; very high PTR may increase costs and tax impact.
Maximum Drawdown: Smaller (less negative) is better; it indicates lower peak-to-trough loss.
Calmar Ratio: Higher is better; above 1 is considered good.
Omega Ratio: Higher is better; above 1 indicates gains outweigh losses.
Correlation: Close to +1 = moves together, close to 0 = little relationship, close to -1 = moves in opposite directions.
Rolling Returns: Higher and more consistent rolling returns are better than occasional high returns.
Active Share: Above 80% indicates a truly active fund; below 60% suggests it closely resembles the benchmark.
Capture Ratio (Combined): Higher upside capture (>100%) and lower downside capture (<100%) is the ideal combination.