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The 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. As of today (2026-08-20), Aluminum of China's 3-Year Sortino Ratio is 1.03.
Aluminum of China (OTCPK:ALMMF) 3-Year Sortino Ratio Explanation
The 3-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past three year. It is calculated as the annualized result of the average three-year monthly excess returns divided by the standard deviation of negative returns in the three-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.
Aluminum of China 3-Year Sortino Ratio Related Terms
ALMMF vs AA, CENX: 3-Year Sortino Ratio Comparison
For the Aluminum subindustry, Aluminum of China's 3-Year Sortino Ratio, along with its competitors' market caps and 3-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.
Aluminum of China 3-Year Sortino Ratio vs Metals & Mining Industry
For the Metals & Mining industry and Basic Materials sector, Aluminum of China's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Aluminum of China's 3-Year Sortino Ratio falls into.
Aluminum of China 3-Year Sortino Ratio Calculation
The 3-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last three year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 3-Year Sortino Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past three 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.
Aluminum of China (ALMMF) has a 3-Year Sortino Ratio of 1.03 as of Aug. 20, 2026. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for Aluminum of China and its competitors.
Is Aluminum of China's 3-Year Sortino Ratio too high?
Aluminum of China's current 3-Year Sortino Ratio is 1.03. Overall, Aluminum of China has a GF Score™ of 52/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Aluminum of China's 3-Year Sortino Ratio compare to AA and CENX?
Aluminum of China's 3-Year Sortino Ratio of 1.03 can be compared against companies in the Metals & Mining industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 3-Year Sortino Ratio for a Metals & Mining company?
A good 3-Year Sortino Ratio depends on the Metals & Mining industry context. However, 3-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 3-Year Sortino Ratio mean?
A high 3-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. View historical data for Aluminum of China and its competitors. Aluminum of China's current 3-Year Sortino Ratio is 1.03. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Aluminum of China stock overvalued right now?
Based on GuruFocus' analysis, Aluminum of China (ALMMF) is currently considered Modestly Overvalued. The stock's GF Value™ is $0.90, compared to a current price of $1.00 — trading 11.1% above its estimated fair value. The current 3-Year Sortino Ratio is 1.03. Aluminum of China's overall GF Score™ is 52/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 3-Year Sortino Ratio calculated?
3-Year Sortino Ratio is calculated from a company's financial statements. For Aluminum of China (ALMMF), the current 3-Year Sortino Ratio is 1.03 as of Aug. 20, 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 Aluminum of China (ALMMF) Overvalued in 2026?
Based on GuruFocus' analysis, Aluminum of China stock appears to be overvalued.
The current stock price of $1.00 is trading 11.1% above its estimated GF Value™ of $0.90.
GuruFocus considers Aluminum of China to be Modestly Overvalued.
Key valuation signals for ALMMF:
3-Year Sortino Ratio: 1.03
GF Value™: $0.90 vs. price of $1.00 (11.1% above fair value)
No single metric tells the full story. See the ALMMF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Aluminum Corp of China Ltd is an aluminum producer. Its main business includes exploration and mining of resources such as bauxite and coal, production, sales, technology research and development of alumina, primary aluminum, aluminum alloys, and carbon products, international trade, logistics industry, thermal and new energy power generation, etc. The company's reportable operating segments are: the alumina segment, the primary aluminum segment, the energy segment, the marketing segment, and the corporate and other segment. The majority of its revenue is generated from the primary aluminum segment, which consists of procuring alumina and other raw materials, supplemental materials, and electricity power, and smelting alumina to produce primary aluminum.
52GF Score
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