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ATP30 PCL (BKK:ATP30-R) 3-Year Sortino Ratio : -1.56 (As of Jul. 23, 2025)


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What is ATP30 PCL 3-Year Sortino Ratio?

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 (2025-07-23), ATP30 PCL's 3-Year Sortino Ratio is -1.56.


Competitive Comparison of ATP30 PCL's 3-Year Sortino Ratio

For the Railroads subindustry, ATP30 PCL'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.


ATP30 PCL's 3-Year Sortino Ratio Distribution in the Transportation Industry

For the Transportation industry and Industrials sector, ATP30 PCL's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where ATP30 PCL's 3-Year Sortino Ratio falls into.


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ATP30 PCL 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.


ATP30 PCL  (BKK:ATP30-R) 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.


ATP30 PCL 3-Year Sortino Ratio Related Terms

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ATP30 PCL Business Description

Traded in Other Exchanges
Address
9/30 Moo 9, T. Bangnang, A. Panthong, Chonburi, THA, 20160
ATP30 PCL is principally engaged in the business of providing bus transport services. The transportation service vehicles of the company are the bus, minibus, microbus, VIP bus, and van. The group provides transportation services for employees of diverse industries between their homes and industrial estates. The company provides two types of services which are served by bus and service by car. The operations of the company are carried out entirely in Thailand. The four principal operating segments of the Company are the transport services segment, the management services segment, the vehicle rental segment and the maintenance services segment.

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