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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 (2026-08-16), Sitoy Group Holdings's 5-Year Sortino Ratio is -3.36.
Sitoy Group Holdings (OTCPK:STYDF) 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.
Sitoy Group Holdings 5-Year Sortino Ratio Related Terms
STYDF vs NKE, DECK, ONON: 5-Year Sortino Ratio Comparison
For the Footwear & Accessories subindustry, Sitoy Group 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.
Sitoy Group Holdings 5-Year Sortino Ratio vs Manufacturing - Apparel & Accessories Industry
For the Manufacturing - Apparel & Accessories industry and Consumer Cyclical sector, Sitoy Group Holdings's 5-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where Sitoy Group Holdings's 5-Year Sortino Ratio falls into.
Sitoy Group 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.
Sitoy Group Holdings (STYDF) has a 5-Year Sortino Ratio of -3.36 as of Aug. 16, 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 Sitoy Group Holdings and its competitors.
Is Sitoy Group Holdings' 5-Year Sortino Ratio too high?
Sitoy Group Holdings' current 5-Year Sortino Ratio is -3.36. Overall, Sitoy Group Holdings has a GF Score™ of 37/100, reflecting its overall financial health beyond just this single metric.
How does Sitoy Group Holdings' 5-Year Sortino Ratio compare to NKE and DECK?
Sitoy Group Holdings' 5-Year Sortino Ratio of -3.36 can be compared against companies in the Manufacturing - Apparel & Accessories 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 Manufacturing - Apparel & Accessories company?
A good 5-Year Sortino Ratio depends on the Manufacturing - Apparel & Accessories 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 Sitoy Group Holdings and its competitors. Sitoy Group Holdings's current 5-Year Sortino Ratio is -3.36. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sitoy Group Holdings stock overvalued right now?
Sitoy Group Holdings (STYDF) has a current 5-Year Sortino Ratio of -3.36. The stock's GF Value™ is $0.47, compared to a current price of $0.42 — trading 10.6% below its estimated fair value. The current 5-Year Sortino Ratio is -3.36. Sitoy Group Holdings' overall GF Score™ is 37/100 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 Sitoy Group Holdings (STYDF), the current 5-Year Sortino Ratio is -3.36 as of Aug. 16, 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 Sitoy Group Holdings (STYDF) Overvalued in 2026?
Based on GuruFocus' analysis, Sitoy Group Holdings stock appears to be undervalued.
The current stock price of $0.42 is trading 10.6% below its estimated GF Value™ of $0.47.
Key valuation signals for STYDF:
5-Year Sortino Ratio: -3.36
GF Value™: $0.47 vs. price of $0.42 (10.6% below fair value)
No single metric tells the full story. See the STYDF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Sitoy Group Holdings Ltd engages in the design, development, manufacture, retail, and wholesale of handbags, small leather goods, travel goods, and footwear, along with advertising, marketing services, and property investment. The Group owns TUSCAN'S, Fashion and Joy, and Duffy, offering bags, leather goods, shoes, clothing, and accessories. It operates through Retail, Manufacturing for resale, and Property Investment segments. Retail covers retail and wholesale of owned or licensed brands and marketing services, while Manufacturing produces handbags, small leather goods, and travel goods for resale by others. Property Investment focuses on office spaces for rental income or capital appreciation, with revenue mainly generated in the Chinese Mainland, Hong Kong, Macau, and other regions.
37GF Score
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