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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 (2026-08-13), Fidus Investment's 5-Year Sortino Ratio is 0.10.
Fidus Investment (NAS:FDUS) 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.
Fidus Investment 5-Year Sortino Ratio Related Terms
FDUS vs GCMG, RMT, BUI: 5-Year Sortino Ratio Comparison
For the Asset Management subindustry, Fidus Investment'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.
Fidus Investment 5-Year Sortino Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Fidus Investment's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Fidus Investment's 5-Year Sortino Ratio falls into.
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.
Fidus Investment (FDUS) has a 5-Year Sortino Ratio of 0.10 as of Aug. 13, 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 Fidus Investment and its competitors.
Is Fidus Investment's 5-Year Sortino Ratio too high?
Fidus Investment's current 5-Year Sortino Ratio is 0.10. Overall, Fidus Investment has a GF Score™ of 59/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Fidus Investment's 5-Year Sortino Ratio compare to GCMG and RMT?
Fidus Investment's 5-Year Sortino Ratio of 0.10 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 Fidus Investment and its competitors. Fidus Investment's current 5-Year Sortino Ratio is 0.10. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Fidus Investment stock overvalued right now?
Based on GuruFocus' analysis, Fidus Investment (FDUS) is currently considered Fairly Valued. The stock's GF Value™ is $20.54, compared to a current price of $19.86 — trading 3.3% below its estimated fair value. The current 5-Year Sortino Ratio is 0.10. Fidus Investment's overall GF Score™ is 59/100 with 10 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 Fidus Investment (FDUS), the current 5-Year Sortino Ratio is 0.10 as of Aug. 13, 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 Fidus Investment (FDUS) Overvalued in 2026?
Based on GuruFocus' analysis, Fidus Investment stock appears to be undervalued.
The current stock price of $19.86 is trading 3.3% below its estimated GF Value™ of $20.54.
GuruFocus considers Fidus Investment to be Fairly Valued.
Key valuation signals for FDUS:
5-Year Sortino Ratio: 0.10
GF Value™: $20.54 vs. price of $19.86 (3.3% below fair value)
No single metric tells the full story. See the FDUS stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Fidus Investment Corp is an externally managed, closed-end, non-diversified management investment company that has elected to be treated as a business development company. The company provides customized debt and equity financing solutions to lower middle-market companies. Its investment objective is to provide attractive risk-adjusted returns by generating both current income from debt investments and capital appreciation from equity related investments. The company's portfolio of investment is comprised of securities of companies from different industries such as, Information Technology Services, Business Services, Healthcare Products among others.
59GF 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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