PCM (Pcm Fund) 1-Year Sharpe Ratio: -1.42 (As of Jul. 11, 2026)


PCM Pcm Fund Inc PCM
26 GF Score
Price $5.82
! 3 Warning Signs
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What is Pcm Fund 1-Year Sharpe Ratio?

Pcm Fund PCM +0.34% 26 1-Year Sharpe Ratio is -1.42 as of Jul. 11, 2026. GuruFocus rates PCM with a GF Score™ of 26/100. The stock has 3 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 (2026-07-11), Pcm Fund's 1-Year Sharpe Ratio is -1.42.

Pcm Fund  (NYSE:PCM) 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.

Pcm Fund 1-Year Sharpe Ratio Related Terms

PCM vs PGZ, VLT, CYPH: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Pcm 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.

Pcm Fund 1-Year Sharpe Ratio vs Asset Management Industry

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

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


PCM
26GF Score
Pcm Fund Inc PCM
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Pcm 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 -1.42 mean?
Pcm Fund (PCM) has a 1-Year Sharpe Ratio of -1.42 as of Jul. 11, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Pcm Fund and its competitors.
Is Pcm Fund's 1-Year Sharpe Ratio too high?
Pcm Fund's current 1-Year Sharpe Ratio is -1.42. Overall, Pcm Fund has a GF Score™ of 26/100, reflecting its overall financial health beyond just this single metric.
How does Pcm Fund's 1-Year Sharpe Ratio compare to PGZ and VLT?
Pcm Fund's 1-Year Sharpe Ratio of -1.42 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 Pcm Fund and its competitors. Pcm Fund's current 1-Year Sharpe Ratio is -1.42. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Pcm Fund stock overvalued right now?
Pcm Fund (PCM) has a current 1-Year Sharpe Ratio of -1.42. The current 1-Year Sharpe Ratio is -1.42. Pcm Fund's overall GF Score™ is 26/100 with 3 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 Pcm Fund (PCM), the current 1-Year Sharpe Ratio is -1.42 as of Jul. 11, 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.

Pcm Fund Business Description

Address 1633 Broadway, New York, NY, USA, 10019
Pcm Fund Inc is a closed-end investment management company. Its investment objective is to seek current income as a primary focus and also capital appreciation. The Fund invests in agency-guaranteed mortgage-backed securities, private-label mortgage-backed securities, high-yield corporate debt securities, and commercial mortgage-backed securities.
26GF 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.

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