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El Puerto de LiverpoolB de CV (MEX:LIVEPOLC-1) 3-Year Sortino Ratio : -0.47 (As of Jun. 28, 2025)


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What is El Puerto de LiverpoolB de CV 3-Year Sortino Ratio?

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 (2025-06-28), El Puerto de LiverpoolB de CV's 3-Year Sortino Ratio is -0.47.


Competitive Comparison of El Puerto de LiverpoolB de CV's 3-Year Sortino Ratio

For the Department Stores subindustry, El Puerto de LiverpoolB de CV'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.


El Puerto de LiverpoolB de CV's 3-Year Sortino Ratio Distribution in the Retail - Cyclical Industry

For the Retail - Cyclical industry and Consumer Cyclical sector, El Puerto de LiverpoolB de CV's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where El Puerto de LiverpoolB de CV's 3-Year Sortino Ratio falls into.


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El Puerto de LiverpoolB de CV 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.


El Puerto de LiverpoolB de CV  (MEX:LIVEPOLC-1) 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.


El Puerto de LiverpoolB de CV 3-Year Sortino Ratio Related Terms

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El Puerto de LiverpoolB de CV Business Description

Traded in Other Exchanges
Address
Mario Pani 200, Santa Fe, Cuajimalpa, Mexico, DF, MEX, 05348
El Puerto de Liverpool SAB de CV is a retail company that operates throughout Mexico in three business segments: Liverpool, which offers clothing, home goods, furniture, and cosmetics in Liverpool stores as well as boutique locations; Suburbia, which includes Suburbia stores selling consumer products of its own brands; The credit segment is a complement to the Liverpool and Suburbia commercial segment. The company finances its clients in the form of Liverpool and Suburbia departmental credit cards, which customers can buy exclusively at company stores and real estate, which leases commercial space to tenants of its Galeria shopping malls. The Liverpool segment brings in the majority of revenue, with the Maximum portion coming from Mexico City and the surrounding areas.

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