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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 (2026-07-27), VinaCapital Vietnam Opportunity Fund's 3-Year Sortino Ratio is -0.08.
VinaCapital Vietnam Opportunity Fund (LSE:VOF) 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.
VinaCapital Vietnam Opportunity Fund 3-Year Sortino Ratio Related Terms
LSE:VOF vs BLK, BX, KKR: 3-Year Sortino Ratio Comparison
For the Asset Management subindustry, VinaCapital Vietnam Opportunity Fund'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.
VinaCapital Vietnam Opportunity Fund 3-Year Sortino Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, VinaCapital Vietnam Opportunity Fund's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where VinaCapital Vietnam Opportunity Fund's 3-Year Sortino Ratio falls into.
VinaCapital Vietnam Opportunity Fund 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.
VinaCapital Vietnam Opportunity Fund (LSE:VOF) has a 3-Year Sortino Ratio of -0.08 as of Jul. 27, 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 VinaCapital Vietnam Opportunity Fund and its competitors.
Is VinaCapital Vietnam Opportunity Fund's 3-Year Sortino Ratio too high?
VinaCapital Vietnam Opportunity Fund's current 3-Year Sortino Ratio is -0.08. Overall, VinaCapital Vietnam Opportunity Fund has a GF Score™ of 39/100, reflecting its overall financial health beyond just this single metric.
How does VinaCapital Vietnam Opportunity Fund's 3-Year Sortino Ratio compare to BLK and BX?
VinaCapital Vietnam Opportunity Fund's 3-Year Sortino Ratio of -0.08 can be compared against companies in the Asset Management 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 Asset Management company?
A good 3-Year Sortino Ratio depends on the Asset Management 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 VinaCapital Vietnam Opportunity Fund and its competitors. VinaCapital Vietnam Opportunity Fund's current 3-Year Sortino Ratio is -0.08. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is VinaCapital Vietnam Opportunity Fund stock overvalued right now?
VinaCapital Vietnam Opportunity Fund (LSE:VOF) has a current 3-Year Sortino Ratio of -0.08. The current 3-Year Sortino Ratio is -0.08. VinaCapital Vietnam Opportunity Fund's overall GF Score™ is 39/100 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 VinaCapital Vietnam Opportunity Fund (LSE:VOF), the current 3-Year Sortino Ratio is -0.08 as of Jul. 27, 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.
VinaCapital Vietnam Opportunity Fund Business Description
VinaCapital Vietnam Opportunity Fund Ltd is a Guernsey-based investment company. Its investment objective is to achieve medium- to long-term returns through investments either in Vietnam or in companies with a substantial majority of their assets, operations, revenues, or income in, or derived from, Vietnam. The company mainly invests in listed and unlisted securities, debt instruments, private equity, real estate assets, capital markets, operating assets, private equity investments, and other net assets (including cash, cash equivalents, bonds, and short-term deposits). It holds a diversified portfolio of investments, including consumer goods, real estate, financial services, materials, energy, healthcare, and others.
39GF Score
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