PHYS's Sortino Ratio of 1.51 indicates that for each unit of downside volatility, it generates 1.51 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.
PHYS Sortino Ratio Rank
PHYS ranks above 64.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
PHYS Sortino Ratio Market Positioning
The chart shows PHYS'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%: 6.55+
- Median: 0.80 — half of all investments score higher
How it compares to other similar stocks
The table compares Sprott Physical Gold Trust's Sortino Ratio with other stocks in the Asset Management industry across multiple time periods, showing how PHYS'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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PHD | Pioneer Floating Rate Fund, Inc. | 32.69 | |||
| AEF | Aberdeen Emerging Markets Equity Income Fund, Inc. | 4.93 | |||
| MAAS | Highest Performances Holdings Inc | 4.76 | |||
| RMT | Royce Micro-Cap Trust, Inc. | 4.57 | |||
| FUND | Sprott Focus Trust, Inc. | 4.00 | |||
| SSSS | SuRo Capital Corp. | 3.89 | |||
| BCV | Bancroft Fund Ltd. | 3.85 | |||
| TY | Tri-Continental Corporation | 3.84 | |||
| GAM | General American Investors Company, Inc. | 3.80 | |||
| OXLCP | Oxford Lane Capital Corp. | 3.78 | |||
| PHYS | Sprott Physical Gold Trust | 1.51 |
Historical Sortino Ratio
The chart shows PHYS'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 PHYS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does PHYS fit in your portfolio?
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