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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 (2026-08-06), Prospect Logistics and Industrial Freehold and Leasehold REIT's 3-Year Sortino Ratio is 0.70.
Prospect Logistics and Industrial Freehold and Leasehold REIT (BKK:PROSPECT) 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.
Prospect Logistics and Industrial Freehold and Leasehold REIT 3-Year Sortino Ratio Related Terms
BKK:PROSPECT vs PLD, PSA, EXR: 3-Year Sortino Ratio Comparison
* 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.
Prospect Logistics and Industrial Freehold and Leasehold REIT 3-Year Sortino Ratio vs REITs Industry
Prospect Logistics and Industrial Freehold and Leasehold REIT 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.
Prospect Logistics and Industrial Freehold and Leasehold REIT (BKK:PROSPECT) has a 3-Year Sortino Ratio of 0.70 as of Aug. 06, 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 Prospect Logistics and Industrial Freehold and Leasehold REIT and its competitors.
Is Prospect Logistics and Industrial Freehold and Leasehold REIT's 3-Year Sortino Ratio too high?
Prospect Logistics and Industrial Freehold and Leasehold REIT's current 3-Year Sortino Ratio is 0.70. Overall, Prospect Logistics and Industrial Freehold and Leasehold REIT has a GF Score™ of 48/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Prospect Logistics and Industrial Freehold and Leasehold REIT's 3-Year Sortino Ratio compare to PLD and PSA?
Prospect Logistics and Industrial Freehold and Leasehold REIT's 3-Year Sortino Ratio of 0.70 can be compared against companies in the REITs 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 REITs company?
A good 3-Year Sortino Ratio depends on the REITs 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 Prospect Logistics and Industrial Freehold and Leasehold REIT and its competitors. Prospect Logistics and Industrial Freehold and Leasehold REIT's current 3-Year Sortino Ratio is 0.70. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Prospect Logistics and Industrial Freehold and Leasehold REIT stock overvalued right now?
Based on GuruFocus' analysis, Prospect Logistics and Industrial Freehold and Leasehold REIT (BKK:PROSPECT) is currently considered Modestly Overvalued. The stock's GF Value™ is ฿8.38, compared to a current price of ฿10.30 — trading 22.9% above its estimated fair value. The current 3-Year Sortino Ratio is 0.70. Prospect Logistics and Industrial Freehold and Leasehold REIT's overall GF Score™ is 48/100 with 11 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 Prospect Logistics and Industrial Freehold and Leasehold REIT (BKK:PROSPECT), the current 3-Year Sortino Ratio is 0.70 as of Aug. 06, 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 Prospect Logistics and Industrial Freehold and Leasehold REIT (BKK:PROSPECT) Overvalued in 2026?
Based on GuruFocus' analysis, Prospect Logistics and Industrial Freehold and Leasehold REIT stock appears to be overvalued.
The current stock price of ฿10.30 is trading 22.9% above its estimated GF Value™ of ฿8.38.
GuruFocus considers Prospect Logistics and Industrial Freehold and Leasehold REIT to be Modestly Overvalued.
Key valuation signals for BKK:PROSPECT:
3-Year Sortino Ratio: 0.70
GF Value™: ฿8.38 vs. price of ฿10.30 (22.9% above fair value)
No single metric tells the full story. See the BKK:PROSPECT stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Prospect Logistics and Industrial Freehold and Leasehold REIT is a real estate investment trust operating as a closed-end trust, and mainly invests in factory and warehouse space for rent. The company's investment portfolio consists of the following projects: Sub-leasehold rights of parts of land and buildings in the Bangkok Free Trade Zone 1 (BFTZ 1); the ownership over the land and built-to-suit factory and office building in the X44 Bangna Km.18; Leasehold right of parts of the land and ownership over parts of the buildings in Bangkok Free Trade Zone 2 (BFTZ 2); and Ownership over parts of the land and buildings in Bangkok Free Trade Zone 3 (BFTZ 3). Prospect generates primary revenue from the leasing of warehouse and factory buildings.
48GF Score
Get the complete analysis for BKK:PROSPECT
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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