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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 (2026-09-07), Kafa'a For Financial and Economic Investments's 3-Year Sortino Ratio is -0.49.
Kafa'a For Financial and Economic Investments (AMM:KAFA) 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.
Kafa'a For Financial and Economic Investments 3-Year Sortino Ratio Related Terms
AMM:KAFA vs MAGAA, UMAX, WSCC: 3-Year Sortino Ratio Comparison
For the Conglomerates subindustry, Kafa'a For Financial and Economic Investments'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.
Kafa'a For Financial and Economic Investments 3-Year Sortino Ratio vs Conglomerates Industry
Kafa'a For Financial and Economic Investments 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.
Kafa'a For Financial and Economic Investments (AMM:KAFA) has a 3-Year Sortino Ratio of -0.49 as of Sep. 07, 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 Kafa'a For Financial and Economic Investments and its competitors.
Is Kafa'a For Financial and Economic Investments' 3-Year Sortino Ratio too high?
Kafa'a For Financial and Economic Investments' current 3-Year Sortino Ratio is -0.49. Overall, Kafa'a For Financial and Economic Investments has a GF Score™ of 6/100, reflecting its overall financial health beyond just this single metric.
How does Kafa'a For Financial and Economic Investments' 3-Year Sortino Ratio compare to MAGAA and UMAX?
Kafa'a For Financial and Economic Investments' 3-Year Sortino Ratio of -0.49 can be compared against companies in the Conglomerates 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 Conglomerates company?
A good 3-Year Sortino Ratio depends on the Conglomerates 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 Kafa'a For Financial and Economic Investments and its competitors. Kafa'a For Financial and Economic Investments's current 3-Year Sortino Ratio is -0.49. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Kafa'a For Financial and Economic Investments stock overvalued right now?
Kafa'a For Financial and Economic Investments (AMM:KAFA) has a current 3-Year Sortino Ratio of -0.49. The current 3-Year Sortino Ratio is -0.49. Kafa'a For Financial and Economic Investments' overall GF Score™ is 6/100 with 1 warning sign 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 Kafa'a For Financial and Economic Investments (AMM:KAFA), the current 3-Year Sortino Ratio is -0.49 as of Sep. 07, 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.
Kafa'a For Financial and Economic Investments is a Jordan-based company engaged in the provision of investment activities. The company's main objectives are: Obsession of companies and projects fully and partially in different business sectors. Establishing new projects and providing consultancy services for arranging the necessary finance through capital markets by issuance of shares bond and securities Evaluation, capital restructure of companies and increase their capital in addition of merging and acquisition operations. Trading and possession of shares and bonds through financial market brokers.
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