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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 (2026-09-21), Sedlmayr Grund und Immobilien KGaA's 3-Year Sortino Ratio is -0.81.
Sedlmayr Grund und Immobilien KGaA (FRA:SPB) 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.
Sedlmayr Grund und Immobilien KGaA 3-Year Sortino Ratio Related Terms
Sedlmayr Grund und Immobilien KGaA 3-Year Sortino Ratio Competitor Comparison
For the Real Estate - Development subindustry, Sedlmayr Grund und Immobilien KGaA'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.
Sedlmayr Grund und Immobilien KGaA 3-Year Sortino Ratio vs Real Estate Industry
For the Real Estate industry and Real Estate sector, Sedlmayr Grund und Immobilien KGaA's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Sedlmayr Grund und Immobilien KGaA's 3-Year Sortino Ratio falls into.
Sedlmayr Grund und Immobilien KGaA 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.
Sedlmayr Grund und Immobilien KGaA (FRA:SPB) has a 3-Year Sortino Ratio of -0.81 as of Sep. 21, 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 Sedlmayr Grund und Immobilien KGaA and its competitors.
Is Sedlmayr Grund und Immobilien KGaA's 3-Year Sortino Ratio too high?
Sedlmayr Grund und Immobilien KGaA's current 3-Year Sortino Ratio is -0.81. Overall, Sedlmayr Grund und Immobilien KGaA has a GF Score™ of 67/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Sedlmayr Grund und Immobilien KGaA's 3-Year Sortino Ratio compare to competitors?
Sedlmayr Grund und Immobilien KGaA's 3-Year Sortino Ratio of -0.81 can be compared against companies in the Real Estate 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 Real Estate company?
A good 3-Year Sortino Ratio depends on the Real Estate 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 Sedlmayr Grund und Immobilien KGaA and its competitors. Sedlmayr Grund und Immobilien KGaA's current 3-Year Sortino Ratio is -0.81. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sedlmayr Grund und Immobilien KGaA stock overvalued right now?
Based on GuruFocus' analysis, Sedlmayr Grund und Immobilien KGaA (FRA:SPB) is currently considered Possible Value Trap. The stock's GF Value™ is €1,541.16, compared to a current price of €1,080.00 — trading 29.9% below its estimated fair value. The current 3-Year Sortino Ratio is -0.81. Sedlmayr Grund und Immobilien KGaA's overall GF Score™ is 67/100 with 6 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 Sedlmayr Grund und Immobilien KGaA (FRA:SPB), the current 3-Year Sortino Ratio is -0.81 as of Sep. 21, 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 Sedlmayr Grund und Immobilien KGaA (FRA:SPB) Overvalued in 2026?
Based on GuruFocus' analysis, Sedlmayr Grund und Immobilien KGaA stock appears to be undervalued.
The current stock price of €1,080.00 is trading 29.9% below its estimated GF Value™ of €1,541.16.
GuruFocus considers Sedlmayr Grund und Immobilien KGaA to be Possible Value Trap.
Key valuation signals for FRA:SPB:
3-Year Sortino Ratio: -0.81
GF Value™: €1,541.16 vs. price of €1,080.00 (29.9% below fair value)
No single metric tells the full story. See the FRA:SPB stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Sedlmayr Grund und Immobilien KGaA operates as a real estate company. It is involved in the management, development, and expansion of its property portfolio which mainly comprises a housing and commercial areas. Its other operations consist of real estate leasing, real estate sales and serviced apartment leasing.
67GF Score
Get the complete analysis for FRA:SPB
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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