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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 (2026-07-30), DFI Retail Group Holdings's 3-Year Sortino Ratio is 0.47.
DFI Retail Group Holdings (OTCPK:DFILF) 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.
DFI Retail Group Holdings 3-Year Sortino Ratio Related Terms
DFILF vs KR, SFM: 3-Year Sortino Ratio Comparison
For the Grocery Stores subindustry, DFI Retail Group Holdings'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.
DFI Retail Group Holdings 3-Year Sortino Ratio vs Retail - Defensive Industry
For the Retail - Defensive industry and Consumer Defensive sector, DFI Retail Group Holdings's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where DFI Retail Group Holdings's 3-Year Sortino Ratio falls into.
DFI Retail Group Holdings 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.
DFI Retail Group Holdings (DFILF) has a 3-Year Sortino Ratio of 0.47 as of Jul. 30, 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 DFI Retail Group Holdings and its competitors.
Is DFI Retail Group Holdings' 3-Year Sortino Ratio too high?
DFI Retail Group Holdings' current 3-Year Sortino Ratio is 0.47. Overall, DFI Retail Group Holdings has a GF Score™ of 59/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does DFI Retail Group Holdings' 3-Year Sortino Ratio compare to KR and SFM?
DFI Retail Group Holdings' 3-Year Sortino Ratio of 0.47 can be compared against companies in the Retail - Defensive 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 Retail - Defensive company?
A good 3-Year Sortino Ratio depends on the Retail - Defensive 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 DFI Retail Group Holdings and its competitors. DFI Retail Group Holdings's current 3-Year Sortino Ratio is 0.47. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is DFI Retail Group Holdings stock overvalued right now?
Based on GuruFocus' analysis, DFI Retail Group Holdings (DFILF) is currently considered Significantly Overvalued. The stock's GF Value™ is $2.34, compared to a current price of $3.65 — trading 56% above its estimated fair value. The current 3-Year Sortino Ratio is 0.47. DFI Retail Group Holdings' overall GF Score™ is 59/100 with 7 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 DFI Retail Group Holdings (DFILF), the current 3-Year Sortino Ratio is 0.47 as of Jul. 30, 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 DFI Retail Group Holdings (DFILF) Overvalued in 2026?
Based on GuruFocus' analysis, DFI Retail Group Holdings stock appears to be overvalued.
The current stock price of $3.65 is trading 56% above its estimated GF Value™ of $2.34.
GuruFocus considers DFI Retail Group Holdings to be Significantly Overvalued.
Key valuation signals for DFILF:
3-Year Sortino Ratio: 0.47
GF Value™: $2.34 vs. price of $3.65 (56% above fair value)
No single metric tells the full story. See the DFILF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
DFI Retail Group Holdings Ltd is an Asian retailer that operates in five segments: Food, Health and Beauty, Home Furnishings, Convenience, and Other Retailing. Convenience is the Group's 7-Eleven businesses. Food comprises the grocery retail businesses (including Robinsons Retail operating in the Philippines and Yonghui operating on the Chinese mainland up to their respective dates of divestment). Home Furnishings is the Group's IKEA businesses. Restaurants is the Group's associate, Maxim's, a food and beverage company. Other Retailing represents the department stores, specialty and Do-It-Yourself (DIY) stores of Robinsons Retail. The majority of revenue is derived from the Food segment.
59GF Score
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