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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 (2026-09-15), AMTD IDEA Group's 3-Year Sortino Ratio is -1.38.
AMTD IDEA Group (NYSE:AMTD) 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.
AMTD IDEA Group 3-Year Sortino Ratio Related Terms
AMTD vs BLK, BX, KKR: 3-Year Sortino Ratio Comparison
For the Asset Management subindustry, AMTD IDEA Group'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.
AMTD IDEA Group 3-Year Sortino Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, AMTD IDEA Group's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where AMTD IDEA Group's 3-Year Sortino Ratio falls into.
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.
AMTD IDEA Group (AMTD) has a 3-Year Sortino Ratio of -1.38 as of Sep. 15, 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 AMTD IDEA Group and its competitors.
Is AMTD IDEA Group's 3-Year Sortino Ratio too high?
AMTD IDEA Group's current 3-Year Sortino Ratio is -1.38. Overall, AMTD IDEA Group has a GF Score™ of 37/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does AMTD IDEA Group's 3-Year Sortino Ratio compare to BLK and BX?
AMTD IDEA Group's 3-Year Sortino Ratio of -1.38 can be compared against companies in the Asset Management 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 an Asset Management company?
A good 3-Year Sortino Ratio depends on the Asset Management 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 AMTD IDEA Group and its competitors. AMTD IDEA Group's current 3-Year Sortino Ratio is -1.38. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is AMTD IDEA Group stock overvalued right now?
Based on GuruFocus' analysis, AMTD IDEA Group (AMTD) is currently considered Fairly Valued. The stock's GF Value™ is $0.67, compared to a current price of $0.73 — trading 9% above its estimated fair value. The current 3-Year Sortino Ratio is -1.38. AMTD IDEA Group's overall GF Score™ is 37/100 with 10 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 AMTD IDEA Group (AMTD), the current 3-Year Sortino Ratio is -1.38 as of Sep. 15, 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 AMTD IDEA Group (AMTD) Overvalued in 2026?
Based on GuruFocus' analysis, AMTD IDEA Group stock appears to be overvalued.
The current stock price of $0.73 is trading 9% above its estimated GF Value™ of $0.67.
GuruFocus considers AMTD IDEA Group to be Fairly Valued.
Key valuation signals for AMTD:
3-Year Sortino Ratio: -1.38
GF Value™: $0.67 vs. price of $0.73 (9% above fair value)
No single metric tells the full story. See the AMTD stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
AMTD IDEA Group is a diversified institution and digital solutions conglomerate group, connecting companies and investors with world-wide markets. The group operates its businesses in five reportable and operating segments: capital market solutions segment, digital solutions and other services segment, media and entertainment segment, hotel operations, hospitality and VIP services segment, and strategic investment segment. The group generates the majority of its revenue from the strategic investment segment that engages in proprietary investments and management of world-wide investment portfolio (including listed and unlisted equity shares investments and movie rights investments). Its geographic areas are China, Europe, America, and Southeast Asia.
37GF Score
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