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 (2026-07-22), Pengana International Equities Limited's 1-Year Sharpe Ratio is 0.33.
Pengana International Equities Limited (ASX:PIA) 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.
Pengana International Equities Limited 1-Year Sharpe Ratio Related Terms
ASX:PIA vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison
For the Asset Management subindustry, Pengana International Equities Limited'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.
Pengana International Equities Limited 1-Year Sharpe Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Pengana International Equities Limited's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Pengana International Equities Limited's 1-Year Sharpe Ratio falls into.
Pengana International Equities Limited 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.
Pengana International Equities Limited (ASX:PIA) has a 1-Year Sharpe Ratio of 0.33 as of Jul. 22, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Pengana International Equities Limited and its competitors.
Is Pengana International Equities Limited's 1-Year Sharpe Ratio too high?
Pengana International Equities Limited's current 1-Year Sharpe Ratio is 0.33. Overall, Pengana International Equities Limited has a GF Score™ of 34/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Pengana International Equities Limited's 1-Year Sharpe Ratio compare to BLK and BX?
Pengana International Equities Limited's 1-Year Sharpe Ratio of 0.33 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 Pengana International Equities Limited and its competitors. Pengana International Equities Limited's current 1-Year Sharpe Ratio is 0.33. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Pengana International Equities Limited stock overvalued right now?
Based on GuruFocus' analysis, Pengana International Equities Limited (ASX:PIA) is currently considered Significantly Overvalued. The stock's GF Value™ is A$0.34, compared to a current price of A$1.30 — trading 282.4% above its estimated fair value. The current 1-Year Sharpe Ratio is 0.33. Pengana International Equities Limited's overall GF Score™ is 34/100 with 7 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 Pengana International Equities Limited (ASX:PIA), the current 1-Year Sharpe Ratio is 0.33 as of Jul. 22, 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 Pengana International Equities Limited (ASX:PIA) Overvalued in 2026?
Based on GuruFocus' analysis, Pengana International Equities Limited stock appears to be overvalued.
The current stock price of A$1.30 is trading 282.4% above its estimated GF Value™ of A$0.34.
GuruFocus considers Pengana International Equities Limited to be Significantly Overvalued.
Key valuation signals for ASX:PIA:
1-Year Sharpe Ratio: 0.33
GF Value™: A$0.34 vs. price of A$1.30 (282.4% above fair value)
No single metric tells the full story. See the ASX:PIA stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Pengana International Equities Limited Business Description
Pengana International Equities Limited is an Australian-listed investment company whose operating activity involves investing its Australian capital into businesses operating globally. Its investment objective is to provide shareholders with regular, reliable, and fully franked dividends as well as capital growth. The company invests in high-quality, ethically screened, growing businesses at reasonable prices, focusing on superior risk-adjusted returns over the long term. It operates in one business segment, being investment in securities.
34GF Score
Get the complete analysis for ASX:PIA
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:PIA has been successfully added to your 
