SWZ (Swiss Helvetia Fund) 3-Year Sortino Ratio: -0.53 (As of Jul. 26, 2026)

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SWZ Swiss Helvetia Fund Inc SWZ
34 GF Score
Price $5.88
! 2 Warning Signs
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What is Swiss Helvetia Fund 3-Year Sortino Ratio?

Swiss Helvetia Fund SWZ +0.34% 34 3-Year Sortino Ratio is -0.53 as of Jul. 26, 2026. GuruFocus rates SWZ with a GF Score™ of 34/100. The stock has 2 warning signs investors should review.

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 (2026-07-26), Swiss Helvetia Fund's 3-Year Sortino Ratio is -0.53.

Swiss Helvetia Fund  (NYSE:SWZ) 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.

Swiss Helvetia Fund 3-Year Sortino Ratio Related Terms

SWZ vs GECC, GEG, OCCI: 3-Year Sortino Ratio Comparison

For the Asset Management subindustry, Swiss Helvetia Fund'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.

Swiss Helvetia Fund 3-Year Sortino Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Swiss Helvetia Fund's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Swiss Helvetia Fund's 3-Year Sortino Ratio falls into.


SWZ
34GF Score
Swiss Helvetia Fund Inc SWZ
3-Year Sortino Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Swiss Helvetia Fund 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.

Frequently Asked Questions Learn more about 3-Year Sortino Ratio →
What does a 3-Year Sortino Ratio of -0.53 mean?
Swiss Helvetia Fund (SWZ) has a 3-Year Sortino Ratio of -0.53 as of Jul. 26, 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 Swiss Helvetia Fund and its competitors.
Is Swiss Helvetia Fund's 3-Year Sortino Ratio too high?
Swiss Helvetia Fund's current 3-Year Sortino Ratio is -0.53. Overall, Swiss Helvetia Fund has a GF Score™ of 34/100, reflecting its overall financial health beyond just this single metric.
How does Swiss Helvetia Fund's 3-Year Sortino Ratio compare to GECC and GEG?
Swiss Helvetia Fund's 3-Year Sortino Ratio of -0.53 can be compared against companies in the Asset Management 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 Asset Management company?
A good 3-Year Sortino Ratio depends on the Asset Management 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 Swiss Helvetia Fund and its competitors. Swiss Helvetia Fund's current 3-Year Sortino Ratio is -0.53. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Swiss Helvetia Fund stock overvalued right now?
Swiss Helvetia Fund (SWZ) has a current 3-Year Sortino Ratio of -0.53. The current 3-Year Sortino Ratio is -0.53. Swiss Helvetia Fund's overall GF Score™ is 34/100 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 Swiss Helvetia Fund (SWZ), the current 3-Year Sortino Ratio is -0.53 as of Jul. 26, 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.

Swiss Helvetia Fund Business Description

Address c/o Ultimus Fund Solutions, LLC, 225 Pictoria Avenue, Suite 450, Cincinnati, OH, USA, 45246
Swiss Helvetia Fund Inc is a non-diversified, closed-end investment company. Its investment objective is to seek long-term capital appreciation through investment in equity and equity-linked securities of Swiss companies. It actively manages investment solutions spanning public and private markets, wealth management, and Solutions.
34GF Score

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3-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$5.88
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