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 (2026-08-05), National Reinsurance of the Philippines's 3-Year Sortino Ratio is 1.33.
National Reinsurance of the Philippines (PHS:NRCP) 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.
National Reinsurance of the Philippines 3-Year Sortino Ratio Related Terms
PHS:NRCP vs RGA, EG, RNR: 3-Year Sortino Ratio Comparison
For the Insurance - Reinsurance subindustry, National Reinsurance of the Philippines'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.
National Reinsurance of the Philippines 3-Year Sortino Ratio vs Insurance Industry
For the Insurance industry and Financial Services sector, National Reinsurance of the Philippines's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where National Reinsurance of the Philippines's 3-Year Sortino Ratio falls into.
National Reinsurance of the Philippines 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.
National Reinsurance of the Philippines (PHS:NRCP) has a 3-Year Sortino Ratio of 1.33 as of Aug. 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 National Reinsurance of the Philippines and its competitors.
Is National Reinsurance of the Philippines' 3-Year Sortino Ratio too high?
National Reinsurance of the Philippines' current 3-Year Sortino Ratio is 1.33. Overall, National Reinsurance of the Philippines has a GF Score™ of 48/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does National Reinsurance of the Philippines' 3-Year Sortino Ratio compare to RGA and EG?
National Reinsurance of the Philippines' 3-Year Sortino Ratio of 1.33 can be compared against companies in the Insurance 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 an Insurance company?
A good 3-Year Sortino Ratio depends on the Insurance 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 National Reinsurance of the Philippines and its competitors. National Reinsurance of the Philippines's current 3-Year Sortino Ratio is 1.33. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is National Reinsurance of the Philippines stock overvalued right now?
Based on GuruFocus' analysis, National Reinsurance of the Philippines (PHS:NRCP) is currently considered Significantly Overvalued. The stock's GF Value™ is ₱0.61, compared to a current price of ₱0.95 — trading 55.7% above its estimated fair value. The current 3-Year Sortino Ratio is 1.33. National Reinsurance of the Philippines' overall GF Score™ is 48/100 with 2 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 National Reinsurance of the Philippines (PHS:NRCP), the current 3-Year Sortino Ratio is 1.33 as of Aug. 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 National Reinsurance of the Philippines (PHS:NRCP) Overvalued in 2026?
Based on GuruFocus' analysis, National Reinsurance of the Philippines stock appears to be overvalued.
The current stock price of ₱0.95 is trading 55.7% above its estimated GF Value™ of ₱0.61.
GuruFocus considers National Reinsurance of the Philippines to be Significantly Overvalued.
Key valuation signals for PHS:NRCP:
3-Year Sortino Ratio: 1.33
GF Value™: ₱0.61 vs. price of ₱0.95 (55.7% above fair value)
No single metric tells the full story. See the PHS:NRCP stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
National Reinsurance Corp of the Philippines engages in the provision of reinsurance products and services. It operates through the following businesses: life and non-life. The Life Business includes proportional insurance for individual, ordinary, and group businesses, as well as non-proportional insurance for catastrophe, an excess of loss, and stop loss. Non-Life Business provides insurance on fire, aviation, marine and aviation, casualty, motor, and others.
48GF Score
Get the complete analysis for PHS:NRCP
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
PHS:NRCP has been successfully added to your 
