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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 (2026-09-15), China Water Affairs Group's 3-Year Sortino Ratio is -0.35.
China Water Affairs Group (OTCPK:CWAFF) 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 Water Affairs Group 3-Year Sortino Ratio Related Terms
CWAFF vs AWK, WTRG, AWR: 3-Year Sortino Ratio Comparison
For the Utilities - Regulated Water subindustry, China Water Affairs Group'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 Water Affairs Group 3-Year Sortino Ratio vs Utilities - Regulated Industry
For the Utilities - Regulated industry and Utilities sector, China Water Affairs Group's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where China Water Affairs Group's 3-Year Sortino Ratio falls into.
China Water Affairs Group 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 Water Affairs Group (CWAFF) has a 3-Year Sortino Ratio of -0.35 as of Sep. 15, 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 China Water Affairs Group and its competitors.
Is China Water Affairs Group's 3-Year Sortino Ratio too high?
China Water Affairs Group's current 3-Year Sortino Ratio is -0.35. Overall, China Water Affairs Group has a GF Score™ of 71/100, reflecting its overall financial health beyond just this single metric.
How does China Water Affairs Group's 3-Year Sortino Ratio compare to AWK and WTRG?
China Water Affairs Group's 3-Year Sortino Ratio of -0.35 can be compared against companies in the Utilities - Regulated 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 an Utilities - Regulated company?
A good 3-Year Sortino Ratio depends on the Utilities - Regulated 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 China Water Affairs Group and its competitors. China Water Affairs Group's current 3-Year Sortino Ratio is -0.35. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Water Affairs Group stock overvalued right now?
China Water Affairs Group (CWAFF) has a current 3-Year Sortino Ratio of -0.35. The stock's GF Value™ is $0.62, compared to a current price of $0.62 — trading right at its estimated fair value. The current 3-Year Sortino Ratio is -0.35. China Water Affairs Group's overall GF Score™ is 71/100 with 9 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 China Water Affairs Group (CWAFF), the current 3-Year Sortino Ratio is -0.35 as of Sep. 15, 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 China Water Affairs Group (CWAFF) Overvalued in 2026?
Based on GuruFocus' analysis, China Water Affairs Group stock appears to be undervalued.
The current stock price of $0.62 is trading 0% below its estimated GF Value™ of $0.62.
Key valuation signals for CWAFF:
3-Year Sortino Ratio: -0.35
GF Value™: $0.62 vs. price of $0.62 (0% below fair value)
No single metric tells the full story. See the CWAFF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Water Affairs Group Ltd is a Chinese water utility company that builds, operates, and invests in water affairs projects in China. The firm's primary segments include City water supply operation, main contractor construction, Environmental protection, and Pipeline direct drinking water supply. It generates a majority of its revenue from the City water supply operation segment. Geographically, the company generates a maximum share of its revenue from the People's Republic of China.
71GF Score
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