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 (2026-07-11), IFS Capital Holdings (Thailand) PCL's 3-Year Sortino Ratio is -1.19.
IFS Capital Holdings (Thailand) PCL (BKK:IFS-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.
IFS Capital Holdings (Thailand) PCL 3-Year Sortino Ratio Related Terms
BKK:IFS-R vs V, MA, AXP: 3-Year Sortino Ratio Comparison
For the Credit Services subindustry, IFS Capital Holdings (Thailand) 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.
IFS Capital Holdings (Thailand) PCL 3-Year Sortino Ratio vs Credit Services Industry
For the Credit Services industry and Financial Services sector, IFS Capital Holdings (Thailand) PCL's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where IFS Capital Holdings (Thailand) PCL's 3-Year Sortino Ratio falls into.
IFS Capital Holdings (Thailand) 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.
IFS Capital Holdings (Thailand) PCL (BKK:IFS-R) has a 3-Year Sortino Ratio of -1.19 as of Jul. 11, 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 IFS Capital Holdings (Thailand) PCL and its competitors.
Is IFS Capital Holdings (Thailand) PCL's 3-Year Sortino Ratio too high?
IFS Capital Holdings (Thailand) PCL's current 3-Year Sortino Ratio is -1.19. Overall, IFS Capital Holdings (Thailand) PCL has a GF Score™ of 70/100, reflecting its overall financial health beyond just this single metric.
How does IFS Capital Holdings (Thailand) PCL's 3-Year Sortino Ratio compare to V and MA?
IFS Capital Holdings (Thailand) PCL's 3-Year Sortino Ratio of -1.19 can be compared against companies in the Credit Services 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 Credit Services company?
A good 3-Year Sortino Ratio depends on the Credit Services 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 IFS Capital Holdings (Thailand) PCL and its competitors. IFS Capital Holdings (Thailand) PCL's current 3-Year Sortino Ratio is -1.19. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is IFS Capital Holdings (Thailand) PCL stock overvalued right now?
IFS Capital Holdings (Thailand) PCL (BKK:IFS-R) has a current 3-Year Sortino Ratio of -1.19. The stock's GF Value™ is ฿2.75, compared to a current price of ฿1.89 — trading 31.3% below its estimated fair value. The current 3-Year Sortino Ratio is -1.19. IFS Capital Holdings (Thailand) PCL's overall GF Score™ is 70/100 with 5 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 IFS Capital Holdings (Thailand) PCL (BKK:IFS-R), the current 3-Year Sortino Ratio is -1.19 as of Jul. 11, 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 IFS Capital Holdings (Thailand) PCL (BKK:IFS-R) Overvalued in 2026?
Based on GuruFocus' analysis, IFS Capital Holdings (Thailand) PCL stock appears to be undervalued.
The current stock price of ฿1.89 is trading 31.3% below its estimated GF Value™ of ฿2.75.
Key valuation signals for BKK:IFS-R:
3-Year Sortino Ratio: -1.19
GF Value™: ฿2.75 vs. price of ฿1.89 (31.3% below fair value)
No single metric tells the full story. See the BKK:IFS-R stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
IFS Capital Holdings (Thailand) PCL Business Description
IFS Capital Holdings (Thailand) PCL is a Thailand-based company which is involved in three business segments. A factoring business is a short-term loan that provides liquidity to the business immediately and enables the business to increase its turnover in the form of buying accounts receivable. The factoring facility applies to both domestic and international sales. Hire purchase and finance leasing businesses are long-term loans for investment in the business industry. Others encompass a range of activities from corporate decisions, income, and expenses not attributed to the business segments described. The majority of revenue is derived from Factoring Business.
70GF Score
Get the complete analysis for BKK:IFS-R
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
BKK:IFS-R has been successfully added to your 