GURUFOCUS.COM » STOCK LIST » Financial Services » Insurance » KWI PCL (BKK:KWI-R) » Definitions » 3-Year Sortino Ratio

KWI PCL (BKK:KWI-R) 3-Year Sortino Ratio : -0.85 (As of Jul. 21, 2025)


View and export this data going back to 1993. Start your Free Trial

What is KWI 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 (2025-07-21), KWI PCL's 3-Year Sortino Ratio is -0.85.


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

For the Insurance - Diversified subindustry, KWI 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.


KWI PCL's 3-Year Sortino Ratio Distribution in the Insurance Industry

For the Insurance industry and Financial Services sector, KWI PCL's 3-Year Sortino Ratio distribution charts can be found below:

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


;
;

KWI 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.


KWI PCL  (BKK:KWI-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.


KWI PCL 3-Year Sortino Ratio Related Terms

Thank you for viewing the detailed overview of KWI PCL's 3-Year Sortino Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


KWI PCL Business Description

Traded in Other Exchanges
Address
138/108 Nares Road, 30th Floor, Jewellery Centre Building, Sipraya Sub-District, Bang Rak District, Bangkok, THA, 10500
KWI PCL is engaged in a diverse range of businesses throughout Greater China and Southeast Asia. The principal businesses of the group are general insurance, life insurance, mutual fund management, and real estate development where business synergies are created to offer personal and business customers from home building and daily protection to lifelong protection, and wealth management. The company constantly searches for new opportunities that will strengthen existing businesses and further promote the synergies between businesses to achieve its goal which is to provide sustainable maximum returns for stakeholders.

KWI PCL Headlines

No Headlines