Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
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.
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 (2026-08-16), PM Capital Global Opportunities Fund's 1-Year Sharpe Ratio is 1.13.
PM Capital Global Opportunities Fund (ASX:PGF) 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.
PM Capital Global Opportunities Fund 1-Year Sharpe Ratio Related Terms
ASX:PGF vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison
For the Asset Management subindustry, PM Capital Global Opportunities 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.
PM Capital Global Opportunities Fund 1-Year Sharpe Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, PM Capital Global Opportunities Fund's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where PM Capital Global Opportunities Fund's 1-Year Sharpe Ratio falls into.
PM Capital Global Opportunities 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.
PM Capital Global Opportunities Fund (ASX:PGF) has a 1-Year Sharpe Ratio of 1.13 as of Aug. 16, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for PM Capital Global Opportunities Fund and its competitors.
Is PM Capital Global Opportunities Fund's 1-Year Sharpe Ratio too high?
PM Capital Global Opportunities Fund's current 1-Year Sharpe Ratio is 1.13. Overall, PM Capital Global Opportunities Fund has a GF Score™ of 71/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does PM Capital Global Opportunities Fund's 1-Year Sharpe Ratio compare to BLK and BX?
PM Capital Global Opportunities Fund's 1-Year Sharpe Ratio of 1.13 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 PM Capital Global Opportunities Fund and its competitors. PM Capital Global Opportunities Fund's current 1-Year Sharpe Ratio is 1.13. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is PM Capital Global Opportunities Fund stock overvalued right now?
Based on GuruFocus' analysis, PM Capital Global Opportunities Fund (ASX:PGF) is currently considered Modestly Undervalued. The stock's GF Value™ is A$3.86, compared to a current price of A$3.36 — trading 13% below its estimated fair value. The current 1-Year Sharpe Ratio is 1.13. PM Capital Global Opportunities Fund's overall GF Score™ is 71/100 with 1 warning sign 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 PM Capital Global Opportunities Fund (ASX:PGF), the current 1-Year Sharpe Ratio is 1.13 as of Aug. 16, 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 PM Capital Global Opportunities Fund (ASX:PGF) Overvalued in 2026?
Based on GuruFocus' analysis, PM Capital Global Opportunities Fund stock appears to be undervalued.
The current stock price of A$3.36 is trading 13% below its estimated GF Value™ of A$3.86.
GuruFocus considers PM Capital Global Opportunities Fund to be Modestly Undervalued.
Key valuation signals for ASX:PGF:
1-Year Sharpe Ratio: 1.13
GF Value™: A$3.86 vs. price of A$3.36 (13% below fair value)
No single metric tells the full story. See the ASX:PGF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
PM Capital Global Opportunities Fund Ltd is engaged in investing in a portfolio of listed securities across securities markets. Its investment objective is to increase the value of its portfolio by providing long-term capital growth. The fund seeks to invest in stocks of companies that are operating across diversified sectors. The company offers concentrated strategies for investors.
71GF Score
Get the complete analysis for ASX:PGF
1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
ASX:PGF has been successfully added to your 
