L1 Long Short Fund (ASX:LSF) 1-Year Sharpe Ratio: 2.68 (As of Jul. 06, 2026)


ASX:LSF L1 Long Short Fund Ltd ASX:LSF
66 GF Score
Price A$4.77
GF Value A$13.48
Valuation Significantly Undervalued
! 4 Warning Signs
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What is L1 Long Short Fund 1-Year Sharpe Ratio?

L1 Long Short Fund ASX:LSF -1.24% 66 1-Year Sharpe Ratio is 2.68 as of Jul. 06, 2026. GuruFocus rates ASX:LSF with a GF Score™ of 66/100 and a GF Value™ of A$13.48 (Significantly Undervalued). The stock has 4 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 (2026-07-06), L1 Long Short Fund's 1-Year Sharpe Ratio is 2.68.

L1 Long Short Fund  (ASX:LSF) 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.

L1 Long Short Fund 1-Year Sharpe Ratio Related Terms

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

For the Asset Management subindustry, L1 Long Short Fund'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.

L1 Long Short Fund 1-Year Sharpe Ratio vs Asset Management Industry

For the Asset Management industry and Financial Services sector, L1 Long Short Fund's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where L1 Long Short Fund's 1-Year Sharpe Ratio falls into.


ASX:LSF
66GF Score
L1 Long Short Fund Ltd ASX:LSF
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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L1 Long Short Fund 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 2.68 mean?
L1 Long Short Fund (ASX:LSF) has a 1-Year Sharpe Ratio of 2.68 as of Jul. 06, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for L1 Long Short Fund and its competitors.
Is L1 Long Short Fund's 1-Year Sharpe Ratio too high?
L1 Long Short Fund's current 1-Year Sharpe Ratio is 2.68. Overall, L1 Long Short Fund has a GF Score™ of 66/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does L1 Long Short Fund's 1-Year Sharpe Ratio compare to BLK and BX?
L1 Long Short Fund's 1-Year Sharpe Ratio of 2.68 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 L1 Long Short Fund and its competitors. L1 Long Short Fund's current 1-Year Sharpe Ratio is 2.68. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is L1 Long Short Fund stock overvalued right now?
Based on GuruFocus' analysis, L1 Long Short Fund (ASX:LSF) is currently considered Significantly Undervalued. The stock's GF Value™ is A$13.48, compared to a current price of A$4.77 — trading 64.6% below its estimated fair value. The current 1-Year Sharpe Ratio is 2.68. L1 Long Short Fund's overall GF Score™ is 66/100 with 4 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 L1 Long Short Fund (ASX:LSF), the current 1-Year Sharpe Ratio is 2.68 as of Jul. 06, 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 L1 Long Short Fund (ASX:LSF) Overvalued in 2026?

Based on GuruFocus' analysis, L1 Long Short Fund stock appears to be undervalued. The current stock price of A$4.77 is trading 64.6% below its estimated GF Value™ of A$13.48. GuruFocus considers L1 Long Short Fund to be Significantly Undervalued.

Key valuation signals for ASX:LSF:

  • 1-Year Sharpe Ratio: 2.68
  • GF Value™: A$13.48 vs. price of A$4.77 (64.6% below fair value)
  • GF Score™: 66/100 with 4 warning signs

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

L1 Long Short Fund Business Description

Address 101 Collins Street, Level 45, Melbourne, VIC, AUS, 3000
L1 Long Short Fund Ltd provides investors with access to an actively managed long and short portfolio of securities and the investment expertise of the manager. The company's investment process combines valuation with qualitative considerations to identify attractive investment opportunities. It operates in one industry, being the securities industry, deriving revenue from dividend and trust distribution income, interest income, and from the sale of its trading portfolio.
66GF Score

Get the complete analysis for ASX:LSF

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

A$4.77
Price
A$13.48
GF Value