CTGDF (China Tourism Group Duty Free) 3-Year Sortino Ratio: N/A (As of Aug. 15, 2026)

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CTGDF China Tourism Group Duty Free Corp Ltd CTGDF
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What is China Tourism Group Duty Free 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 (2026-08-15), China Tourism Group Duty Free's 3-Year Sortino Ratio is Not available.

China Tourism Group Duty Free  (OTCPK:CTGDF) 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.

China Tourism Group Duty Free 3-Year Sortino Ratio Related Terms

CTGDF vs CASY, WSM, ULTA: 3-Year Sortino Ratio Comparison

For the Specialty Retail subindustry, China Tourism Group Duty Free'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.

China Tourism Group Duty Free 3-Year Sortino Ratio vs Retail - Cyclical Industry

For the Retail - Cyclical industry and Consumer Cyclical sector, China Tourism Group Duty Free's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where China Tourism Group Duty Free's 3-Year Sortino Ratio falls into.


CTGDF
81GF Score
China Tourism Group Duty Free Corp Ltd CTGDF
3-Year Sortino Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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China Tourism Group Duty Free 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.

China Tourism Group Duty Free Business Description

Other Exchanges 01880:Hong Kong601888:China
Address No. 2A, Dongzhimenwai Street, 8th Floor, Building A, Dongcheng District, Beijing, CHN, 100027
Established in 1984, China Tourism Group Duty Free is China's largest and the world's second-largest travel retailer in 2025 with revenue of CNY 54 billion. The company primarily operates duty-free stores at airports, border crossings, offshore, downtown, and on flights, cruises and ships, with about 200 stores spanning over 33 provinces in China, as well as overseas. The company also operates a duty-paid business. Its 2025 revenue mix was 73% duty-free sales and 27% duty-paid sales and others. CTG Duty Free is 50% owned by China Tourism Group, a state-owned enterprise that falls directly under the State-owned Assets Supervision and Administration Commission of the State Council.
81GF Score

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3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

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