Gryphon Capitalome Trust (ASX:GCI) 1-Year Sharpe Ratio: -0.53 (As of Jul. 19, 2026)

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Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

ASX:GCI Gryphon Capital Income Trust ASX:GCI
75 GF Score
Price A$2.08
GF Value A$2.15
Valuation Fairly Valued
! 8 Warning Signs
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What is Gryphon Capitalome Trust 1-Year Sharpe Ratio?

Gryphon Capitalome Trust ASX:GCI +0.48% 75 1-Year Sharpe Ratio is -0.53 as of Jul. 19, 2026. GuruFocus rates ASX:GCI with a GF Score™ of 75/100 and a GF Value™ of A$2.15 (Fairly Valued). The stock has 8 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-19), Gryphon Capitalome Trust's 1-Year Sharpe Ratio is -0.53.

Gryphon Capitalome Trust  (ASX:GCI) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. 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.

Gryphon Capitalome Trust 1-Year Sharpe Ratio Related Terms

ASX:GCI vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Gryphon Capitalome Trust's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-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.

Gryphon Capitalome Trust 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Gryphon Capitalome Trust's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Gryphon Capitalome Trust's 1-Year Sharpe Ratio falls into.


ASX:GCI
75GF Score
Gryphon Capital Income Trust ASX:GCI
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Gryphon Capitalome Trust 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -0.53 mean?
Gryphon Capitalome Trust (ASX:GCI) has a 1-Year Sharpe Ratio of -0.53 as of Jul. 19, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Gryphon Capitalome Trust and its competitors.
Is Gryphon Capitalome Trust's 1-Year Sharpe Ratio too high?
Gryphon Capitalome Trust's current 1-Year Sharpe Ratio is -0.53. Overall, Gryphon Capitalome Trust has a GF Score™ of 75/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Gryphon Capitalome Trust's 1-Year Sharpe Ratio compare to BLK and BX?
Gryphon Capitalome Trust's 1-Year Sharpe Ratio of -0.53 can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for an Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Gryphon Capitalome Trust and its competitors. Gryphon Capitalome Trust's current 1-Year Sharpe Ratio is -0.53. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Gryphon Capitalome Trust stock overvalued right now?
Based on GuruFocus' analysis, Gryphon Capitalome Trust (ASX:GCI) is currently considered Fairly Valued. The stock's GF Value™ is A$2.15, compared to a current price of A$2.08 — trading 3.3% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.53. Gryphon Capitalome Trust's overall GF Score™ is 75/100 with 8 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Gryphon Capitalome Trust (ASX:GCI), the current 1-Year Sharpe Ratio is -0.53 as of Jul. 19, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is Gryphon Capitalome Trust (ASX:GCI) Overvalued in 2026?

Based on GuruFocus' analysis, Gryphon Capitalome Trust stock appears to be undervalued. The current stock price of A$2.08 is trading 3.3% below its estimated GF Value™ of A$2.15. GuruFocus considers Gryphon Capitalome Trust to be Fairly Valued.

Key valuation signals for ASX:GCI:

  • 1-Year Sharpe Ratio: -0.53
  • GF Value™: A$2.15 vs. price of A$2.08 (3.3% below fair value)
  • GF Score™: 75/100 with 8 warning signs

No single metric tells the full story. See the ASX:GCI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Gryphon Capitalome Trust Business Description

Address 1 Farrer Place, Level 16, Governor Macquarie Tower, Sydney, NSW, AUS, 2000
Gryphon Capital Income Trust is a managed investment scheme. Its investment objective is to produce regular and sustainable monthly income while keeping capital preservation as a primary concern. The trust invests in a diversified portfolio of residential mortgage-backed securities (RMBS) and asset-backed securities (ABS) issued by Australian-domiciled entities. It is organised into one main operating segment with only one key function, being the investment of funds predominantly in Australia.
75GF Score

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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

A$2.08
Price
A$2.15
GF Value