TMGI (Transglobal Management Group) 5-Year Sortino Ratio: -0.35 (As of Sep. 01, 2026)

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What is Transglobal Management Group 5-Year Sortino Ratio?

Transglobal Management Group TMGI -33.33% 5-Year Sortino Ratio is -0.35 as of Sep. 01, 2026. The stock has 4 warning signs investors should review.

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 (2026-09-01), Transglobal Management Group's 5-Year Sortino Ratio is -0.35.

Transglobal Management Group  (OTCPK:TMGI) 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.

Transglobal Management Group 5-Year Sortino Ratio Related Terms

TMGI vs MMM, HON: 5-Year Sortino Ratio Comparison

For the Conglomerates subindustry, Transglobal Management 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.

Transglobal Management Group 5-Year Sortino Ratio vs Conglomerates Industry

For the Conglomerates industry and Industrials sector, Transglobal Management Group's 5-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Transglobal Management Group's 5-Year Sortino Ratio falls into.


Transglobal Management Group 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.

Frequently Asked Questions Learn more about 5-Year Sortino Ratio →
What does a 5-Year Sortino Ratio of -0.35 mean?
Transglobal Management Group (TMGI) has a 5-Year Sortino Ratio of -0.35 as of Sep. 01, 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 Transglobal Management Group and its competitors.
Is Transglobal Management Group's 5-Year Sortino Ratio too high?
Transglobal Management Group's current 5-Year Sortino Ratio is -0.35.
How does Transglobal Management Group's 5-Year Sortino Ratio compare to MMM and HON?
Transglobal Management Group's 5-Year Sortino Ratio of -0.35 can be compared against companies in the Conglomerates 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 Conglomerates company?
A good 5-Year Sortino Ratio depends on the Conglomerates 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 Transglobal Management Group and its competitors. Transglobal Management Group's current 5-Year Sortino Ratio is -0.35. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Transglobal Management Group stock overvalued right now?
Transglobal Management Group (TMGI) has a current 5-Year Sortino Ratio of -0.35. The current 5-Year Sortino Ratio is -0.35. 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 Transglobal Management Group (TMGI), the current 5-Year Sortino Ratio is -0.35 as of Sep. 01, 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.

Transglobal Management Group Business Description

Address 7901 4th Street North, Suite 4887, Saint Petersburgh, FL, USA, 33702
Transglobal Management Group Inc is an international management and investment company focused on growing businesses across the golf, hospitality, and technology industries.