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Foresight Group Holdings Limited (FSG.L) Sortino Ratio: 0.82

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

Foresight Group Holdings Limited operates as an infrastructure and private equity manager in the United Kingdom, Italy, Luxembourg, Spain, and Australia. It operates in three segments: Infrastructure, Private Equity, and Foresight Capital Management. The company manages approximately 330 infrastructure assets with a focus on solar and onshore wind assets, bioenergy, and waste, as well as renewable energy enabling projects, energy efficiency management solutions, social and core infrastructure projects, and sustainable forestry assets. Its private equity team manages investment funds across the United Kingdom, supporting SMEs; and manages four strategies across six investment vehicles. Foresight Group Holdings Limited was founded in 1984 and is based in London, the United Kingdom.

FSG.L's Sortino Ratio of 0.82 indicates that for each unit of downside volatility, it generates 0.82 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.

FSG.L Sortino Ratio Rank

FSG.L Sortino Ratio Rank: 50.350
Average

FSG.L ranks above 50.3% 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

FSG.L Sortino Ratio Market Positioning

The chart shows FSG.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%: 6.56+
  • Median: 0.80 — half of all investments score higher

How it compares to other similar stocks

The table compares Foresight Group Holdings Limited's Sortino Ratio with other stocks in the Asset Management industry across multiple time periods, showing how FSG.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
FAIR.LFair Oaks Income Limited8.45
FEML.LFidelity Emerging Markets Ltd6.68
JAGI.LJPMorgan Asia Growth & Income plc5.34
MVI.LMarwyn Value Investors Limited5.02
JTC.LJTC plc4.55
IAD.LInvesco Asia Dragon Trust PLC4.44
JUP.LJupiter Fund Management plc3.98
ATR.LSchroders Investment Trusts - Schroder Asian Total Return Investment Company plc3.86
BPCR.LBioPharma Credit plc3.54
BIOG.LThe Biotech Growth Trust plc3.36
FSG.LForesight Group Holdings Limited0.82

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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Sortino Ratio Calculator

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