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 (2026-06-24), Far East Group's 5-Year Sortino Ratio is 0.23.
Far East Group (SGX:5TJ) 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.
Far East Group 5-Year Sortino Ratio Related Terms
SGX:5TJ vs GEV, ETN, PH: 5-Year Sortino Ratio Comparison
For the Specialty Industrial Machinery subindustry, Far East Group'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.
Far East Group 5-Year Sortino Ratio vs Industrial Products Industry
For the Industrial Products industry and Industrials sector, Far East Group's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Far East Group'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.
Far East Group (SGX:5TJ) has a 5-Year Sortino Ratio of 0.23 as of Jun. 24, 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 Far East Group and its competitors.
Is Far East Group's 5-Year Sortino Ratio too high?
Far East Group's current 5-Year Sortino Ratio is 0.23. Overall, Far East Group has a GF Score™ of 43/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Far East Group's 5-Year Sortino Ratio compare to GEV and ETN?
Far East Group's 5-Year Sortino Ratio of 0.23 can be compared against companies in the Industrial Products 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 Industrial Products company?
A good 5-Year Sortino Ratio depends on the Industrial Products 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 Far East Group and its competitors. Far East Group's current 5-Year Sortino Ratio is 0.23. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Far East Group stock overvalued right now?
Based on GuruFocus' analysis, Far East Group (SGX:5TJ) is currently considered Significantly Overvalued. The stock's GF Value™ is S$0.08, compared to a current price of S$0.11 — trading 37.5% above its estimated fair value. The current 5-Year Sortino Ratio is 0.23. Far East Group's overall GF Score™ is 43/100 with 8 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 Far East Group (SGX:5TJ), the current 5-Year Sortino Ratio is 0.23 as of Jun. 24, 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 Far East Group (SGX:5TJ) Overvalued in 2026?
Based on GuruFocus' analysis, Far East Group stock appears to be overvalued.
The current stock price of S$0.11 is trading 37.5% above its estimated GF Value™ of S$0.08.
GuruFocus considers Far East Group to be Significantly Overvalued.
Key valuation signals for SGX:5TJ:
5-Year Sortino Ratio: 0.23
GF Value™: S$0.08 vs. price of S$0.11 (37.5% above fair value)
No single metric tells the full story. See the SGX:5TJ stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Far East Group Ltd is engaged in the manufacturing and trading of refrigeration parts, servicing of cold rooms, and the construction and installation of commercial and industrial cold rooms, along with other related refrigeration activities. Its segments are: the Wholesale and Distribution segment, which generates the majority of revenue and involves the sale of manufactured products, multinational agency products, and other distributed items; the Manufacturing segment, which focuses on the production and sale of energy-efficient heat exchangers, compressor racks, and condensing units; and the Engineering Solutions segment, which provides system design and installation of sustainable engineering solutions for industries. It derives the majority of its revenue from Singapore.
43GF Score
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