AGT.L's Sortino Ratio of 0.22 indicates that for each unit of downside volatility, it generates 0.22 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 22, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
AGT.L Sortino Ratio Rank
AGT.L ranks above 39.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
AGT.L Sortino Ratio Market Positioning
The chart shows AGT.L's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): -0.41 or lower
- Yellow zone (middle 50%): -0.41 to 1.73
- Green zone (top 25%): 1.73 or higher
- Top 1%: 5.78+
- Median: 0.60 — half of all investments score higher
How it compares to other similar stocks
The table compares AVI Global Trust plc's Sortino Ratio with other stocks in the Collective Investments industry across multiple time periods, showing how AGT.L's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 22, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IBT.L | International Biotechnology Trust plc | 3.82 | |||
| MYI.L | Murray International Trust | 3.71 | |||
| NAIT.L | The North American Income Trust plc | 3.42 | |||
| PCT.L | Polar Capital Technology Trust | 3.28 | |||
| BSRT.L | Baker Steel Resources Trust | 3.21 | |||
| MNTN.L | Schiehallion Fund Ltd | 2.99 | |||
| AAIF.L | abrdn Asian Income Fund Limited | 2.95 | |||
| CCJI.L | CC Japan Income and Growth Trust plc | 2.95 | |||
| PCGH.L | Polar Capital Global Healthcare Trust plc | 2.90 | |||
| ATT.L | Allianz Technology Trust plc | 2.77 | |||
| AGT.L | AVI Global Trust plc | 0.22 |
Historical Sortino Ratio
The chart shows AGT.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when AGT.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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