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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 (2026-08-21), China Renaissance Holdings's 5-Year Sortino Ratio is 1660.60.
China Renaissance Holdings (OTCPK:CSCHF) 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.
China Renaissance Holdings 5-Year Sortino Ratio Related Terms
CSCHF vs BLK, BX, KKR: 5-Year Sortino Ratio Comparison
For the Asset Management subindustry, China Renaissance Holdings'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.
China Renaissance Holdings 5-Year Sortino Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, China Renaissance Holdings's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where China Renaissance Holdings's 5-Year Sortino Ratio falls into.
China Renaissance Holdings 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.
China Renaissance Holdings (CSCHF) has a 5-Year Sortino Ratio of 1660.60 as of Aug. 21, 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 China Renaissance Holdings and its competitors.
Is China Renaissance Holdings' 5-Year Sortino Ratio too high?
China Renaissance Holdings' current 5-Year Sortino Ratio is 1660.60. Overall, China Renaissance Holdings has a GF Score™ of 67/100, reflecting its overall financial health beyond just this single metric.
How does China Renaissance Holdings' 5-Year Sortino Ratio compare to BLK and BX?
China Renaissance Holdings' 5-Year Sortino Ratio of 1660.60 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 5-Year Sortino Ratio for an Asset Management company?
A good 5-Year Sortino Ratio depends on the Asset Management 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 China Renaissance Holdings and its competitors. China Renaissance Holdings's current 5-Year Sortino Ratio is 1660.60. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Renaissance Holdings stock overvalued right now?
China Renaissance Holdings (CSCHF) has a current 5-Year Sortino Ratio of 1660.60. The stock's GF Value™ is $1.01, compared to a current price of $0.60 — trading 40.8% below its estimated fair value. The current 5-Year Sortino Ratio is 1660.60. China Renaissance Holdings' overall GF Score™ is 67/100 with 4 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 China Renaissance Holdings (CSCHF), the current 5-Year Sortino Ratio is 1660.60 as of Aug. 21, 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 China Renaissance Holdings (CSCHF) Overvalued in 2026?
Based on GuruFocus' analysis, China Renaissance Holdings stock appears to be undervalued.
The current stock price of $0.60 is trading 40.8% below its estimated GF Value™ of $1.01.
Key valuation signals for CSCHF:
5-Year Sortino Ratio: 1660.60
GF Value™: $1.01 vs. price of $0.60 (40.8% below fair value)
No single metric tells the full story. See the CSCHF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Renaissance Holdings Ltd, along with its subsidiaries, operates as an investment banking and investment management firm providing advisory, capital markets services, and investment services to businesses. The Group offers investment management, private placement, M&A advisory, equity underwriting, sales and trading, research, wealth management, and other services. Its reportable segments are: Investment banking, Investment management, CR Securities, and Others. Maximum revenue is derived from the Investment management segment, which provides fund and asset management for individual and institutional clients, and manages its own investment in funds to obtain investment returns. Geographically, the Group generates maximum revenue from Mainland China, followed by Hong Kong and the USA.
67GF Score
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5-Year Sortino Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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