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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 (2026-08-15), Japan Prime Realty Investment's 3-Year Sortino Ratio is -0.71.
Japan Prime Realty Investment (OTCPK:JPRRF) 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.
Japan Prime Realty Investment 3-Year Sortino Ratio Related Terms
JPRRF vs VICI, WPC: 3-Year Sortino Ratio Comparison
For the REIT - Diversified subindustry, Japan Prime Realty 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.
Japan Prime Realty Investment 3-Year Sortino Ratio vs REITs Industry
For the REITs industry and Real Estate sector, Japan Prime Realty Investment's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Japan Prime Realty Investment's 3-Year Sortino Ratio falls into.
Japan Prime Realty 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.
Japan Prime Realty Investment (JPRRF) has a 3-Year Sortino Ratio of -0.71 as of Aug. 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 Japan Prime Realty Investment and its competitors.
Is Japan Prime Realty Investment's 3-Year Sortino Ratio too high?
Japan Prime Realty Investment's current 3-Year Sortino Ratio is -0.71. Overall, Japan Prime Realty Investment has a GF Score™ of 74/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Japan Prime Realty Investment's 3-Year Sortino Ratio compare to VICI and WPC?
Japan Prime Realty Investment's 3-Year Sortino Ratio of -0.71 can be compared against companies in the REITs 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 REITs company?
A good 3-Year Sortino Ratio depends on the REITs 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 Japan Prime Realty Investment and its competitors. Japan Prime Realty Investment's current 3-Year Sortino Ratio is -0.71. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Japan Prime Realty Investment stock overvalued right now?
Based on GuruFocus' analysis, Japan Prime Realty Investment (JPRRF) is currently considered Fairly Valued. The stock's GF Value™ is $542.26, compared to a current price of $577.75 — trading 6.5% above its estimated fair value. The current 3-Year Sortino Ratio is -0.71. Japan Prime Realty Investment's overall GF Score™ is 74/100 with 4 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 Japan Prime Realty Investment (JPRRF), the current 3-Year Sortino Ratio is -0.71 as of Aug. 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 Japan Prime Realty Investment (JPRRF) Overvalued in 2026?
Based on GuruFocus' analysis, Japan Prime Realty Investment stock appears to be overvalued.
The current stock price of $577.75 is trading 6.5% above its estimated GF Value™ of $542.26.
GuruFocus considers Japan Prime Realty Investment to be Fairly Valued.
Key valuation signals for JPRRF:
3-Year Sortino Ratio: -0.71
GF Value™: $542.26 vs. price of $577.75 (6.5% above fair value)
No single metric tells the full story. See the JPRRF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Japan Prime Realty Investment Corporation, or JPR, is a Japanese real estate investment trust involved in the ownership of properties in the Greater Tokyo region. The majority of JPR's real estate portfolio is comprised of office buildings, with retail properties making up the rest of the company's holdings. The vast majority of JPR's assets are in the Tokyo metropolitan area, which are mostly concentrated in Central Tokyo. The company generates nearly all of its revenue through collecting funds from investors, investing that money into real estate properties, and then collecting rental income from those properties. Its collection of tenants is fairly evenly distributed among service, information and communication, manufacturing, finance, retail, and real estate companies.
74GF Score
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