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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 (2026-09-07), Metalpha Technology Holding's 3-Year Sortino Ratio is 0.01.
Metalpha Technology Holding (NAS:MATH) 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.
Metalpha Technology Holding 3-Year Sortino Ratio Related Terms
MATH vs PLUT, HGBL, COHN: 3-Year Sortino Ratio Comparison
For the Capital Markets subindustry, Metalpha Technology Holding'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.
Metalpha Technology Holding 3-Year Sortino Ratio vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, Metalpha Technology Holding's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Metalpha Technology Holding's 3-Year Sortino Ratio falls into.
Metalpha Technology Holding 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.
Metalpha Technology Holding (MATH) has a 3-Year Sortino Ratio of 0.01 as of Sep. 07, 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 Metalpha Technology Holding and its competitors.
Is Metalpha Technology Holding's 3-Year Sortino Ratio too high?
Metalpha Technology Holding's current 3-Year Sortino Ratio is 0.01. Overall, Metalpha Technology Holding has a GF Score™ of 39/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Metalpha Technology Holding's 3-Year Sortino Ratio compare to PLUT and HGBL?
Metalpha Technology Holding's 3-Year Sortino Ratio of 0.01 can be compared against companies in the Capital Markets 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 Capital Markets company?
A good 3-Year Sortino Ratio depends on the Capital Markets 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 Metalpha Technology Holding and its competitors. Metalpha Technology Holding's current 3-Year Sortino Ratio is 0.01. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Metalpha Technology Holding stock overvalued right now?
Based on GuruFocus' analysis, Metalpha Technology Holding (MATH) is currently considered Possible Value Trap. The stock's GF Value™ is $2.71, compared to a current price of $0.97 — trading 64% below its estimated fair value. The current 3-Year Sortino Ratio is 0.01. Metalpha Technology Holding's overall GF Score™ is 39/100 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 Metalpha Technology Holding (MATH), the current 3-Year Sortino Ratio is 0.01 as of Sep. 07, 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 Metalpha Technology Holding (MATH) Overvalued in 2026?
Based on GuruFocus' analysis, Metalpha Technology Holding stock appears to be undervalued.
The current stock price of $0.97 is trading 64% below its estimated GF Value™ of $2.71.
GuruFocus considers Metalpha Technology Holding to be Possible Value Trap.
Key valuation signals for MATH:
3-Year Sortino Ratio: 0.01
GF Value™: $2.71 vs. price of $0.97 (64% below fair value)
No single metric tells the full story. See the MATH stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Metalpha Technology Holding Ltd is a digital asset focused wealth management company. The company predominantly generates revenue from the execution of cryptocurrency-related transactions, which includes the issuance of derivative products to over-the-counter (OTC) clients and its proprietary trading activities. It has partnered with a crypto exchange to provide crypto derivative market-making services for its clients, facilitating the trading of crypto derivative products. In addition, the company also engages in providing traditional financial derivative products, and asset management services. It operates in a single segment which is the trading of proprietary digital assets and derivative contracts, and generates majority of its revenue from Hong Kong.
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