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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 (2026-09-03), Henderson Investment's 3-Year Sortino Ratio is 1.97.
Henderson Investment (OTCPK:HDVTY) 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.
Henderson Investment 3-Year Sortino Ratio Related Terms
HDVTY vs DDS: 3-Year Sortino Ratio Comparison
For the Department Stores subindustry, Henderson Investment'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.
Henderson Investment 3-Year Sortino Ratio vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, Henderson Investment's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Henderson Investment's 3-Year Sortino Ratio falls into.
Henderson Investment 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.
Henderson Investment (HDVTY) has a 3-Year Sortino Ratio of 1.97 as of Sep. 03, 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 Henderson Investment and its competitors.
Is Henderson Investment's 3-Year Sortino Ratio too high?
Henderson Investment's current 3-Year Sortino Ratio is 1.97. Overall, Henderson Investment has a GF Score™ of 41/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Henderson Investment's 3-Year Sortino Ratio compare to DDS?
Henderson Investment's 3-Year Sortino Ratio of 1.97 can be compared against companies in the Retail - Cyclical 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 - Cyclical company?
A good 3-Year Sortino Ratio depends on the Retail - Cyclical 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 Henderson Investment and its competitors. Henderson Investment's current 3-Year Sortino Ratio is 1.97. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Henderson Investment stock overvalued right now?
Based on GuruFocus' analysis, Henderson Investment (HDVTY) is currently considered Possible Value Trap. The stock's GF Value™ is $0.10, compared to a current price of $0.07 — trading 31% below its estimated fair value. The current 3-Year Sortino Ratio is 1.97. Henderson Investment's overall GF Score™ is 41/100 with 3 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 Henderson Investment (HDVTY), the current 3-Year Sortino Ratio is 1.97 as of Sep. 03, 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 Henderson Investment (HDVTY) Overvalued in 2026?
Based on GuruFocus' analysis, Henderson Investment stock appears to be undervalued.
The current stock price of $0.07 is trading 31% below its estimated GF Value™ of $0.10.
GuruFocus considers Henderson Investment to be Possible Value Trap.
Key valuation signals for HDVTY:
3-Year Sortino Ratio: 1.97
GF Value™: $0.10 vs. price of $0.07 (31% below fair value)
No single metric tells the full story. See the HDVTY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Henderson Investment Ltd is a Hong Kong-based is an investment holding company and the principal activities of its subsidiaries during the year were investment holding, and supermarket, department store and household specialty store operation. The company operates Citistore department stores, such as specialty stores and needle and line specialty stores. The company generates revenue from the sale of goods from its departmental and specialty stores. The company generates the majority of its revenue in Hong Kong.
41GF Score
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