Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.
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 (2026-09-05), Natural Alternatives International's 3-Year Sortino Ratio is -1.03.
Natural Alternatives International (NAS:NAII) 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.
Natural Alternatives International 3-Year Sortino Ratio Related Terms
NAII vs COOT, MTTCF, LIMX: 3-Year Sortino Ratio Comparison
For the Packaged Foods subindustry, Natural Alternatives International'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.
Natural Alternatives International 3-Year Sortino Ratio vs Consumer Packaged Goods Industry
For the Consumer Packaged Goods industry and Consumer Defensive sector, Natural Alternatives International's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Natural Alternatives International's 3-Year Sortino Ratio falls into.
Natural Alternatives International 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.
Natural Alternatives International (NAII) has a 3-Year Sortino Ratio of -1.03 as of Sep. 05, 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 Natural Alternatives International and its competitors.
Is Natural Alternatives International's 3-Year Sortino Ratio too high?
Natural Alternatives International's current 3-Year Sortino Ratio is -1.03. Overall, Natural Alternatives International has a GF Score™ of 48/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Natural Alternatives International's 3-Year Sortino Ratio compare to COOT and MTTCF?
Natural Alternatives International's 3-Year Sortino Ratio of -1.03 can be compared against companies in the Consumer Packaged Goods 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 Consumer Packaged Goods company?
A good 3-Year Sortino Ratio depends on the Consumer Packaged Goods 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 Natural Alternatives International and its competitors. Natural Alternatives International's current 3-Year Sortino Ratio is -1.03. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Natural Alternatives International stock overvalued right now?
Based on GuruFocus' analysis, Natural Alternatives International (NAII) is currently considered Possible Value Trap. The stock's GF Value™ is $5.23, compared to a current price of $2.04 — trading 61% below its estimated fair value. The current 3-Year Sortino Ratio is -1.03. Natural Alternatives International's overall GF Score™ is 48/100 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 Natural Alternatives International (NAII), the current 3-Year Sortino Ratio is -1.03 as of Sep. 05, 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 Natural Alternatives International (NAII) Overvalued in 2026?
Based on GuruFocus' analysis, Natural Alternatives International stock appears to be undervalued.
The current stock price of $2.04 is trading 61% below its estimated GF Value™ of $5.23.
GuruFocus considers Natural Alternatives International to be Possible Value Trap.
Key valuation signals for NAII:
3-Year Sortino Ratio: -1.03
GF Value™: $5.23 vs. price of $2.04 (61% below fair value)
No single metric tells the full story. See the NAII stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Natural Alternatives International Inc is engaged in formulating, manufacturing, and marketing nutritional supplements. It offers vitamins, minerals, herbs, and other supplements, as well as other healthcare products, to customers within the United States and internationally. Its business activity is operated through Private-Label Contract Manufacturing and Patent & Trademark Licensing segments. The company derives the majority of revenue from Private-Label Contract Manufacturing, which is engaged in providing manufacturing services to companies that market and distribute nutritional supplements and other healthcare products, whereas the Patent and Trademark Licensing segment includes royalty income from its license and supply agreements associated with the sale.
48GF Score
Get the complete analysis for NAII
3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
NAII has been successfully added to your 
