OXBRW's Sortino Ratio of 0.37 indicates that for each unit of downside volatility, it generates 0.37 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 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.
OXBRW Sortino Ratio Rank
OXBRW ranks above 43.3% 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
OXBRW Sortino Ratio Market Positioning
The chart shows OXBRW'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%): -0.38 or lower
- Yellow zone (middle 50%): -0.38 to 1.74
- Green zone (top 25%): 1.74 or higher
- Top 1%: 5.83+
- Median: 0.63 — half of all investments score higher
How it compares to other similar stocks
The table compares Oxbridge Re Holdings Limited's Sortino Ratio with other stocks in the Insurance - Reinsurance industry across multiple time periods, showing how OXBRW'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 14, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HG | Hamilton Insurance Group Ltd. | 3.93 | |||
| RNR | RenaissanceRe Holdings Ltd. | 2.26 | |||
| SPNT | SiriusPoint Ltd. | 1.90 | |||
| GLRE | Greenlight Capital Re, Ltd. | 1.75 | |||
| RGA | Reinsurance Group of America, Incorporated | 1.59 | |||
| EG | Everest Group Ltd | 0.91 | |||
| SCRYY | SCOR PK | 0.83 | |||
| OXBRW | Oxbridge Re Holdings Limited | 0.37 | |||
| OXBR | Oxbridge Re Holdings Limited | 0.15 | |||
| SSREY | Swiss Re Ltd | 0.05 |
Historical Sortino Ratio
The chart shows OXBRW'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 OXBRW consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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