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CNI Nordic 5 AB (NGM:CNI5 PREF P2) 3-Year Sharpe Ratio : -1.60 (As of Jun. 27, 2025)


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What is CNI Nordic 5 AB 3-Year Sharpe Ratio?

The 3-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past three years. As of today (2025-06-27), CNI Nordic 5 AB's 3-Year Sharpe Ratio is -1.60.


Competitive Comparison of CNI Nordic 5 AB's 3-Year Sharpe Ratio

For the Asset Management subindustry, CNI Nordic 5 AB's 3-Year Sharpe Ratio, along with its competitors' market caps and 3-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


CNI Nordic 5 AB's 3-Year Sharpe Ratio Distribution in the Asset Management Industry

For the Asset Management industry and Financial Services sector, CNI Nordic 5 AB's 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where CNI Nordic 5 AB's 3-Year Sharpe Ratio falls into.


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CNI Nordic 5 AB 3-Year Sharpe Ratio Calculation

The 3-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last three years. A stock / portfolio's 3-Year Sharpe Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past three years.


CNI Nordic 5 AB  (NGM:CNI5 PREF P2) 3-Year Sharpe Ratio Explanation

The 3-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past three years. It is calculated as the annualized result of the average three-year monthly excess returns divided by its standard deviation in the three-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


CNI Nordic 5 AB 3-Year Sharpe Ratio Related Terms

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CNI Nordic 5 AB Business Description

Traded in Other Exchanges
N/A
Address
Sveavagen 24, Stockholm, SWE, 111 57
CNI Nordic 5 AB is an asset management company. It offers shareholders an investment opportunity in a portfolio concept based on investments in unlisted growth companies that are normally not available to smaller investors. The geographical focus of investment activities is Sweden and Northern Europe.

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