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abrdn Property Income Trust Ltd. (API.L) Sortino Ratio: 1.04

Equity · Currency in GBp · Last updated Jun 4, 2026

The objective of abrdn Property Income Trust Limited is to provide shareholders with an attractive level of income together with the prospect of income and capital growth. The Board intends to achieve the investment objective by investing in a diversified portfolio of UK commercial properties in the industrial, office, retail and "other' sectors, where "other' includes leisure, data centres, student housing, hotels (and apart-hotels) and healthcare. Investment in property development and investment in co-investment vehicles, where there is more than one investor, is permitted up to a maximum of 10% of the property portfolio.

API.L's Sortino Ratio of 1.04 indicates that for each unit of downside volatility, it generates 1.04 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 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.

API.L Sortino Ratio Rank

API.L Sortino Ratio Rank: 55.055
Average

API.L ranks above 55.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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 are proportional to downside risk—neither strong nor weak
  • Evaluate whether downside volatility aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

API.L Sortino Ratio Market Positioning

The chart shows API.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%): -0.27 or lower
  • Yellow zone (middle 50%): -0.27 to 1.99
  • Green zone (top 25%): 1.99 or higher
  • Top 1%: 6.54+
  • Median: 0.80 — half of all investments score higher

How it compares to other similar stocks

The table compares abrdn Property Income Trust Ltd.'s Sortino Ratio with other stocks in the REIT - Diversified industry across multiple time periods, showing how API.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 Jun 4, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
API.Labrdn Property Income Trust Ltd.1.04
AEWU.LAEW UK REIT plc1.03
CREI.LCustodian REIT plc0.95
BLND.LBritish Land Company plc0.60
BBOX.LTritax Big Box REIT plc0.52
KCR.LKCR Residential Reit plc0.43
LAND.LLand Securities Group plc0.36
AIRE.LAlternative Income REIT plc0.16
LMP.LLondonMetric Property plc-0.09
PCTN.LPicton Property Income Ltd-0.12

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows API.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 API.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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