Clime Capital (ASX:CAM) 5-Year Sortino Ratio : -0.60 (As of Jul. 18, 2025)

Competitive Comparison of Clime Capital's 5-Year Sortino Ratio

For the Asset Management subindustry, Clime Capital's 5-Year Sortino Ratio, along with its competitors' market caps and 5-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.

Clime Capital's 5-Year Sortino Ratio Distribution in the Asset Management Industry

For the Asset Management industry and Financial Services sector, Clime Capital's 5-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Clime Capital's 5-Year Sortino Ratio falls into.

Clime Capital 5-Year Sortino Ratio Calculation

The 5-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last five year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 5-Year Sortino Ratio can be calculated by dividing the difference between the five-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past five 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.

Clime Capital  (ASX:CAM) 5-Year Sortino Ratio Explanation

The 5-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past five year. It is calculated as the annualized result of the average five-year monthly excess returns divided by the standard deviation of negative returns in the five-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.

Clime Capital 5-Year Sortino Ratio Related Terms

Thank you for viewing the detailed overview of Clime Capital's 5-Year Sortino Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.

Clime Capital Business Description