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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), Mapletree Pan Asia Commercial Trust's 3-Year Sortino Ratio is -0.49.
Mapletree Pan Asia Commercial Trust (OTCPK:MPCMF) 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.
Mapletree Pan Asia Commercial Trust 3-Year Sortino Ratio Related Terms
MPCMF vs BXP, ARE, VNO: 3-Year Sortino Ratio Comparison
For the REIT - Office subindustry, Mapletree Pan Asia Commercial Trust'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.
Mapletree Pan Asia Commercial Trust 3-Year Sortino Ratio vs REITs Industry
For the REITs industry and Real Estate sector, Mapletree Pan Asia Commercial Trust's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Mapletree Pan Asia Commercial Trust's 3-Year Sortino Ratio falls into.
Mapletree Pan Asia Commercial Trust 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.
Mapletree Pan Asia Commercial Trust (MPCMF) has a 3-Year Sortino Ratio of -0.49 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 Mapletree Pan Asia Commercial Trust and its competitors.
Is Mapletree Pan Asia Commercial Trust's 3-Year Sortino Ratio too high?
Mapletree Pan Asia Commercial Trust's current 3-Year Sortino Ratio is -0.49. Overall, Mapletree Pan Asia Commercial Trust has a GF Score™ of 52/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Mapletree Pan Asia Commercial Trust's 3-Year Sortino Ratio compare to BXP and ARE?
Mapletree Pan Asia Commercial Trust's 3-Year Sortino Ratio of -0.49 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 Mapletree Pan Asia Commercial Trust and its competitors. Mapletree Pan Asia Commercial Trust's current 3-Year Sortino Ratio is -0.49. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Mapletree Pan Asia Commercial Trust stock overvalued right now?
Based on GuruFocus' analysis, Mapletree Pan Asia Commercial Trust (MPCMF) is currently considered Fairly Valued. The stock's GF Value™ is $0.95, compared to a current price of $1.00 — trading 5.1% above its estimated fair value. The current 3-Year Sortino Ratio is -0.49. Mapletree Pan Asia Commercial Trust's overall GF Score™ is 52/100 with 7 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 Mapletree Pan Asia Commercial Trust (MPCMF), the current 3-Year Sortino Ratio is -0.49 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 Mapletree Pan Asia Commercial Trust (MPCMF) Overvalued in 2026?
Based on GuruFocus' analysis, Mapletree Pan Asia Commercial Trust stock appears to be overvalued.
The current stock price of $1.00 is trading 5.1% above its estimated GF Value™ of $0.95.
GuruFocus considers Mapletree Pan Asia Commercial Trust to be Fairly Valued.
Key valuation signals for MPCMF:
3-Year Sortino Ratio: -0.49
GF Value™: $0.95 vs. price of $1.00 (5.1% above fair value)
No single metric tells the full story. See the MPCMF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Mapletree Pan Asia Commercial Trust was established in July 2022 as a result of the merger between Mapletree Commercial Trust and Mapletree North Asia Commercial Trust. The trust has a diversified portfolio of 15 properties, which includes business parks, offices and retail malls across Singapore, Hong Kong, China, Japan, and South Korea. The trust is externally managed by MPACT Management, a subsidiary of its sponsor, which owns around a 57% stake in the trust.
52GF Score
Get the complete analysis for MPCMF
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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