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 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. As of today (2026-08-28), Grand Prix International PCL's 5-Year Sortino Ratio is -0.88.
Grand Prix International PCL (BKK:GPI-R) 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.
Grand Prix International PCL 5-Year Sortino Ratio Related Terms
BKK:GPI-R vs APP, OMC, TTD: 5-Year Sortino Ratio Comparison
For the Advertising Agencies subindustry, Grand Prix International PCL'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.
Grand Prix International PCL 5-Year Sortino Ratio vs Media - Diversified Industry
For the Media - Diversified industry and Communication Services sector, Grand Prix International PCL's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Grand Prix International PCL's 5-Year Sortino Ratio falls into.
Grand Prix International PCL 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.
Grand Prix International PCL (BKK:GPI-R) has a 5-Year Sortino Ratio of -0.88 as of Aug. 28, 2026. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for Grand Prix International PCL and its competitors.
Is Grand Prix International PCL's 5-Year Sortino Ratio too high?
Grand Prix International PCL's current 5-Year Sortino Ratio is -0.88. Overall, Grand Prix International PCL has a GF Score™ of 76/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Grand Prix International PCL's 5-Year Sortino Ratio compare to APP and OMC?
Grand Prix International PCL's 5-Year Sortino Ratio of -0.88 can be compared against companies in the Media - Diversified industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 5-Year Sortino Ratio for a Media - Diversified company?
A good 5-Year Sortino Ratio depends on the Media - Diversified industry context. However, 5-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 5-Year Sortino Ratio mean?
A high 5-Year Sortino Ratio can signal that a stock is expensive relative to its fundamentals. 5-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past five years. View historical data for Grand Prix International PCL and its competitors. Grand Prix International PCL's current 5-Year Sortino Ratio is -0.88. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Grand Prix International PCL stock overvalued right now?
Based on GuruFocus' analysis, Grand Prix International PCL (BKK:GPI-R) is currently considered Significantly Overvalued. The stock's GF Value™ is ฿1.54, compared to a current price of ฿2.36 — trading 53.2% above its estimated fair value. The current 5-Year Sortino Ratio is -0.88. Grand Prix International PCL's overall GF Score™ is 76/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 5-Year Sortino Ratio calculated?
5-Year Sortino Ratio is calculated from a company's financial statements. For Grand Prix International PCL (BKK:GPI-R), the current 5-Year Sortino Ratio is -0.88 as of Aug. 28, 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 Grand Prix International PCL (BKK:GPI-R) Overvalued in 2026?
Based on GuruFocus' analysis, Grand Prix International PCL stock appears to be overvalued.
The current stock price of ฿2.36 is trading 53.2% above its estimated GF Value™ of ฿1.54.
GuruFocus considers Grand Prix International PCL to be Significantly Overvalued.
Key valuation signals for BKK:GPI-R:
5-Year Sortino Ratio: -0.88
GF Value™: ฿1.54 vs. price of ฿2.36 (53.2% above fair value)
No single metric tells the full story. See the BKK:GPI-R stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Grand Prix International PCL is engaged in providing space for motor shows, exhibitions, and automotive-related products and marketing promotion services, Advertising media in printing, television, and website, Production and distribution of books, Printing services, and Others. The business operation of the company is divided into segments, namely Activities Services, Media & Publishing, Printing Services, and the Other segment. The company derives a majority of its revenue from the Activities Services segment.
76GF Score
Get the complete analysis for BKK:GPI-R
5-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
BKK:GPI-R has been successfully added to your 
