ICMB (Investcorp Credit Management BDC) 1-Year Sharpe Ratio: -1.19 (As of Jul. 17, 2026)

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ICMB Investcorp Credit Management BDC Inc ICMB
37 GF Score
Price $0.85
GF Value $2.92
Valuation Significantly Undervalued
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What is Investcorp Credit Management BDC 1-Year Sharpe Ratio?

Investcorp Credit Management BDC ICMB -0.65% 37 1-Year Sharpe Ratio is -1.19 as of Jul. 17, 2026. GuruFocus rates ICMB with a GF Score™ of 37/100 and a GF Value™ of $2.92 (Significantly Undervalued).

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 (2026-07-17), Investcorp Credit Management BDC's 1-Year Sharpe Ratio is -1.19.

Investcorp Credit Management BDC  (NAS:ICMB) 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.

Investcorp Credit Management BDC 1-Year Sharpe Ratio Related Terms

ICMB vs EQS, BHV, RCG: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Investcorp Credit Management BDC'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.

Investcorp Credit Management BDC 1-Year Sharpe Ratio vs Asset Management Industry

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

* The bar in red indicates where Investcorp Credit Management BDC's 1-Year Sharpe Ratio falls into.


ICMB
37GF Score
Investcorp Credit Management BDC Inc ICMB
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Investcorp Credit Management BDC 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 -1.19 mean?
Investcorp Credit Management BDC (ICMB) has a 1-Year Sharpe Ratio of -1.19 as of Jul. 17, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Investcorp Credit Management BDC and its competitors.
Is Investcorp Credit Management BDC's 1-Year Sharpe Ratio too high?
Investcorp Credit Management BDC's current 1-Year Sharpe Ratio is -1.19. Overall, Investcorp Credit Management BDC has a GF Score™ of 37/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Investcorp Credit Management BDC's 1-Year Sharpe Ratio compare to EQS and BHV?
Investcorp Credit Management BDC's 1-Year Sharpe Ratio of -1.19 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 Investcorp Credit Management BDC and its competitors. Investcorp Credit Management BDC's current 1-Year Sharpe Ratio is -1.19. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Investcorp Credit Management BDC stock overvalued right now?
Based on GuruFocus' analysis, Investcorp Credit Management BDC (ICMB) is currently considered Significantly Undervalued. The stock's GF Value™ is $2.92, compared to a current price of $0.85 — trading 70.8% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.19. Investcorp Credit Management BDC's overall GF Score™ is 37/100. 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 Investcorp Credit Management BDC (ICMB), the current 1-Year Sharpe Ratio is -1.19 as of Jul. 17, 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 Investcorp Credit Management BDC (ICMB) Overvalued in 2026?

Based on GuruFocus' analysis, Investcorp Credit Management BDC stock appears to be undervalued. The current stock price of $0.85 is trading 70.8% below its estimated GF Value™ of $2.92. GuruFocus considers Investcorp Credit Management BDC to be Significantly Undervalued.

Key valuation signals for ICMB:

  • 1-Year Sharpe Ratio: -1.19
  • GF Value™: $2.92 vs. price of $0.85 (70.8% below fair value)
  • GF Score™: 37/100

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

Investcorp Credit Management BDC Business Description

Address 280 Park Avenue, 39th Floor, New York, NY, USA, 10017
Investcorp Credit Management BDC Inc is an externally managed, non-diversified closed-end management investment firm that has elected to be regulated as a business development company (BDC). The investment objective of the company is to maximize total return to stockholders in the form of current income and capital appreciation by investing in debt and related equity of privately held lower middle-market companies. The company principally invests in the debt of middle-market companies, which it defines as those companies that have an enterprise value.
37GF 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.

$0.85
Price
$2.92
GF Value