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The 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. As of today (2026-08-19), First Real Estate Investment Trust of New Jersey's 10-Year Sortino Ratio is 0.15.
First Real Estate Investment Trust of New Jersey (OTCPK:FREVS) 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.
First Real Estate Investment Trust of New Jersey 10-Year Sortino Ratio Related Terms
FREVS vs ELME, MRTI, CLPR: 10-Year Sortino Ratio Comparison
For the REIT - Residential subindustry, First Real Estate Investment Trust of New Jersey'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.
First Real Estate Investment Trust of New Jersey 10-Year Sortino Ratio vs REITs Industry
First Real Estate Investment Trust of New Jersey 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.
First Real Estate Investment Trust of New Jersey (FREVS) has a 10-Year Sortino Ratio of 0.15 as of Aug. 19, 2026. 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. View historical data for First Real Estate Investment Trust of New Jersey and its competitors.
Is First Real Estate Investment Trust of New Jersey's 10-Year Sortino Ratio too high?
First Real Estate Investment Trust of New Jersey's current 10-Year Sortino Ratio is 0.15. Overall, First Real Estate Investment Trust of New Jersey has a GF Score™ of 65/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does First Real Estate Investment Trust of New Jersey's 10-Year Sortino Ratio compare to ELME and MRTI?
First Real Estate Investment Trust of New Jersey's 10-Year Sortino Ratio of 0.15 can be compared against companies in the REITs industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 10-Year Sortino Ratio for a REITs company?
A good 10-Year Sortino Ratio depends on the REITs industry context. However, 10-Year Sortino Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 10-Year Sortino Ratio mean?
A high 10-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 10-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past ten years. View historical data for First Real Estate Investment Trust of New Jersey and its competitors. First Real Estate Investment Trust of New Jersey's current 10-Year Sortino Ratio is 0.15. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is First Real Estate Investment Trust of New Jersey stock overvalued right now?
Based on GuruFocus' analysis, First Real Estate Investment Trust of New Jersey (FREVS) is currently considered Modestly Overvalued. The stock's GF Value™ is $17.10, compared to a current price of $21.35 — trading 24.9% above its estimated fair value. The current 10-Year Sortino Ratio is 0.15. First Real Estate Investment Trust of New Jersey's overall GF Score™ is 65/100 with 9 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 10-Year Sortino Ratio calculated?
10-Year Sortino Ratio is calculated from a company's financial statements. For First Real Estate Investment Trust of New Jersey (FREVS), the current 10-Year Sortino Ratio is 0.15 as of Aug. 19, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is First Real Estate Investment Trust of New Jersey (FREVS) Overvalued in 2026?
Based on GuruFocus' analysis, First Real Estate Investment Trust of New Jersey stock appears to be overvalued.
The current stock price of $21.35 is trading 24.9% above its estimated GF Value™ of $17.10.
GuruFocus considers First Real Estate Investment Trust of New Jersey to be Modestly Overvalued.
Key valuation signals for FREVS:
10-Year Sortino Ratio: 0.15
GF Value™: $17.10 vs. price of $21.35 (24.9% above fair value)
No single metric tells the full story. See the FREVS stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
First Real Estate Investment Trust of New Jersey Inc operates in the real estate sector of the United States. It implies the investment in real estate properties and passing on a regular income and benefit of capital appreciation to its shareholders. The company operates in two reportable segments; commercial properties and residential properties. Its revenues consist of fixed rental income from its residential and commercial properties and additional rent in the form of expense reimbursements acquired from its income-producing commercial properties. The majority of revenue is derived from the Residential properties segment.
65GF Score
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