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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 (2026-08-02), FIBRA Macquarie's 3-Year Sortino Ratio is 0.65.
FIBRA Macquarie (MEX:FIBRAMQ12) 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.
FIBRA Macquarie 3-Year Sortino Ratio Related Terms
MEX:FIBRAMQ12 vs PLD, PSA, EXR: 3-Year Sortino Ratio Comparison
For the REIT - Industrial subindustry, FIBRA Macquarie'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.
FIBRA Macquarie 3-Year Sortino Ratio vs REITs Industry
For the REITs industry and Real Estate sector, FIBRA Macquarie's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where FIBRA Macquarie's 3-Year Sortino Ratio falls into.
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.
FIBRA Macquarie (MEX:FIBRAMQ12) has a 3-Year Sortino Ratio of 0.65 as of Aug. 02, 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 FIBRA Macquarie and its competitors.
Is FIBRA Macquarie's 3-Year Sortino Ratio too high?
FIBRA Macquarie's current 3-Year Sortino Ratio is 0.65. Overall, FIBRA Macquarie has a GF Score™ of 66/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does FIBRA Macquarie's 3-Year Sortino Ratio compare to PLD and PSA?
FIBRA Macquarie's 3-Year Sortino Ratio of 0.65 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 FIBRA Macquarie and its competitors. FIBRA Macquarie's current 3-Year Sortino Ratio is 0.65. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is FIBRA Macquarie stock overvalued right now?
Based on GuruFocus' analysis, FIBRA Macquarie (MEX:FIBRAMQ12) is currently considered Modestly Overvalued. The stock's GF Value™ is MXN36.49, compared to a current price of MXN44.88 — trading 23% above its estimated fair value. The current 3-Year Sortino Ratio is 0.65. FIBRA Macquarie's overall GF Score™ is 66/100 with 14 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 FIBRA Macquarie (MEX:FIBRAMQ12), the current 3-Year Sortino Ratio is 0.65 as of Aug. 02, 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 FIBRA Macquarie (MEX:FIBRAMQ12) Overvalued in 2026?
Based on GuruFocus' analysis, FIBRA Macquarie stock appears to be overvalued.
The current stock price of MXN44.88 is trading 23% above its estimated GF Value™ of MXN36.49.
GuruFocus considers FIBRA Macquarie to be Modestly Overvalued.
Key valuation signals for MEX:FIBRAMQ12:
3-Year Sortino Ratio: 0.65
GF Value™: MXN36.49 vs. price of MXN44.88 (23% above fair value)
No single metric tells the full story. See the MEX:FIBRAMQ12 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
FIBRA Macquarie is a real estate investment trust engaged in the acquisition, ownership, and leasing of real estate properties in Mexico. Its real estate portfolio is comprised of industrial, retail, and office space. Industrial buildings represent the vast majority of its total number of properties, total square footage, and total revenue. The company has two operating segments industrial and Retail. The industrial segments are distinguished by high-quality tenants, including many Mexican and multinational companies or their affiliates and retail portfolio provides investors exposure to a diversified tenant base, including supermarket operators, prominent retail anchor tenants and sub-anchor tenants, food and beverage outlets, specialty retailers and the government sector.
66GF Score
Get the complete analysis for MEX:FIBRAMQ12
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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