GURUFOCUS.COM » STOCK LIST » Financial Services » Asset Management » Investor AB (OSTO:INVE B) » Definitions » 1-Year Sharpe Ratio

Investor AB (OSTO:INVE B) 1-Year Sharpe Ratio : -0.36 (As of Jul. 07, 2025)


View and export this data going back to 1984. Start your Free Trial

What is Investor AB 1-Year Sharpe Ratio?

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 (2025-07-07), Investor AB's 1-Year Sharpe Ratio is -0.36.


Competitive Comparison of Investor AB's 1-Year Sharpe Ratio

For the Asset Management subindustry, Investor AB'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.


Investor AB's 1-Year Sharpe Ratio Distribution in the Asset Management Industry

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

* The bar in red indicates where Investor AB's 1-Year Sharpe Ratio falls into.


;
;

Investor AB 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.


Investor AB  (OSTO:INVE B) 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.


Investor AB 1-Year Sharpe Ratio Related Terms

Thank you for viewing the detailed overview of Investor AB's 1-Year Sharpe Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


Investor AB Business Description

Address
Arsenalsgatan 8C, Stockholm, SWE, SE-103 32
Investor AB is an industrial holding company with a long-term, active investment portfolio plan. The operations are divided into three business areas: Listed Companies, Patricia Industries, and Investments in EQT. Geographically, the company operates in Sweden, Europe, U.S, and Other countries.

Investor AB Headlines

No Headlines