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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), Ophir High Conviction Fund's 3-Year Sortino Ratio is -0.24.
Ophir High Conviction Fund (ASX:OPH) 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.
Ophir High Conviction Fund 3-Year Sortino Ratio Related Terms
ASX:OPH vs BLK, BX, KKR: 3-Year Sortino Ratio Comparison
For the Asset Management subindustry, Ophir High Conviction Fund'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.
Ophir High Conviction Fund 3-Year Sortino Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Ophir High Conviction Fund's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Ophir High Conviction Fund's 3-Year Sortino Ratio falls into.
Ophir High Conviction Fund 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.
Ophir High Conviction Fund (ASX:OPH) has a 3-Year Sortino Ratio of -0.24 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 Ophir High Conviction Fund and its competitors.
Is Ophir High Conviction Fund's 3-Year Sortino Ratio too high?
Ophir High Conviction Fund's current 3-Year Sortino Ratio is -0.24. Overall, Ophir High Conviction Fund has a GF Score™ of 54/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Ophir High Conviction Fund's 3-Year Sortino Ratio compare to BLK and BX?
Ophir High Conviction Fund's 3-Year Sortino Ratio of -0.24 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 Ophir High Conviction Fund and its competitors. Ophir High Conviction Fund's current 3-Year Sortino Ratio is -0.24. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Ophir High Conviction Fund stock overvalued right now?
Based on GuruFocus' analysis, Ophir High Conviction Fund (ASX:OPH) is currently considered Modestly Undervalued. The stock's GF Value™ is A$2.72, compared to a current price of A$2.32 — trading 14.7% below its estimated fair value. The current 3-Year Sortino Ratio is -0.24. Ophir High Conviction Fund's overall GF Score™ is 54/100. 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 Ophir High Conviction Fund (ASX:OPH), the current 3-Year Sortino Ratio is -0.24 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 Ophir High Conviction Fund (ASX:OPH) Overvalued in 2026?
Based on GuruFocus' analysis, Ophir High Conviction Fund stock appears to be undervalued.
The current stock price of A$2.32 is trading 14.7% below its estimated GF Value™ of A$2.72.
GuruFocus considers Ophir High Conviction Fund to be Modestly Undervalued.
Key valuation signals for ASX:OPH:
3-Year Sortino Ratio: -0.24
GF Value™: A$2.72 vs. price of A$2.32 (14.7% below fair value)
No single metric tells the full story. See the ASX:OPH stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Ophir High Conviction Fund principally invests in a concentrated exposure to a high-quality portfolio of Australian listed companies outside the S&P/ASX50. The Fund has only one reportable segment. The Fund operates predominantly in Australia and is engaged solely in investment activities, deriving revenue from dividends and distribution income, interest income, and the sale of its investment portfolio.
54GF Score
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