SABA (Saba Capitalome & Opportunities Fund II) 1-Year Sharpe Ratio: -1.43 (As of Jul. 14, 2026)

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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.

SABA Saba Capital Income & Opportunities Fund II SABA
52 GF Score
Price $8.30
GF Value $6.93
Valuation Modestly Overvalued
! 5 Warning Signs
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What is Saba Capitalome & Opportunities Fund II 1-Year Sharpe Ratio?

Saba Capitalome & Opportunities Fund II SABA +1.10% 52 1-Year Sharpe Ratio is -1.43 as of Jul. 14, 2026. GuruFocus rates SABA with a GF Score™ of 52/100 and a GF Value™ of $6.93 (Modestly Overvalued). The stock has 5 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 (2026-07-14), Saba Capitalome & Opportunities Fund II's 1-Year Sharpe Ratio is -1.43.

Saba Capitalome & Opportunities Fund II  (NYSE:SABA) 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.

Saba Capitalome & Opportunities Fund II 1-Year Sharpe Ratio Related Terms

SABA vs LIEN, MFM, SRV: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Saba Capitalome & Opportunities Fund II'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.

Saba Capitalome & Opportunities Fund II 1-Year Sharpe Ratio vs Asset Management Industry

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

* The bar in red indicates where Saba Capitalome & Opportunities Fund II's 1-Year Sharpe Ratio falls into.


SABA
52GF Score
Saba Capital Income & Opportunities Fund II SABA
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Saba Capitalome & Opportunities Fund II 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 -1.43 mean?
Saba Capitalome & Opportunities Fund II (SABA) has a 1-Year Sharpe Ratio of -1.43 as of Jul. 14, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Saba Capitalome & Opportunities Fund II and its competitors.
Is Saba Capitalome & Opportunities Fund II's 1-Year Sharpe Ratio too high?
Saba Capitalome & Opportunities Fund II's current 1-Year Sharpe Ratio is -1.43. Overall, Saba Capitalome & Opportunities Fund II has a GF Score™ of 52/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Saba Capitalome & Opportunities Fund II's 1-Year Sharpe Ratio compare to LIEN and MFM?
Saba Capitalome & Opportunities Fund II's 1-Year Sharpe Ratio of -1.43 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 Saba Capitalome & Opportunities Fund II and its competitors. Saba Capitalome & Opportunities Fund II's current 1-Year Sharpe Ratio is -1.43. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Saba Capitalome & Opportunities Fund II stock overvalued right now?
Based on GuruFocus' analysis, Saba Capitalome & Opportunities Fund II (SABA) is currently considered Modestly Overvalued. The stock's GF Value™ is $6.93, compared to a current price of $8.30 — trading 19.8% above its estimated fair value. The current 1-Year Sharpe Ratio is -1.43. Saba Capitalome & Opportunities Fund II's overall GF Score™ is 52/100 with 5 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 Saba Capitalome & Opportunities Fund II (SABA), the current 1-Year Sharpe Ratio is -1.43 as of Jul. 14, 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 Saba Capitalome & Opportunities Fund II (SABA) Overvalued in 2026?

Based on GuruFocus' analysis, Saba Capitalome & Opportunities Fund II stock appears to be overvalued. The current stock price of $8.30 is trading 19.8% above its estimated GF Value™ of $6.93. GuruFocus considers Saba Capitalome & Opportunities Fund II to be Modestly Overvalued.

Key valuation signals for SABA:

  • 1-Year Sharpe Ratio: -1.43
  • GF Value™: $6.93 vs. price of $8.30 (19.8% above fair value)
  • GF Score™: 52/100 with 5 warning signs

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

Saba Capitalome & Opportunities Fund II Business Description

Address 405 Lexington Avenue, 58th Floor, New York, NY, USA, 10174
Saba Capital Income & Opportunities Fund II is a closed-end fund. The company seeks high current income, with a secondary goal of capital appreciation. The fund invests in fixed income markets across the globe.
52GF 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.

$8.30
Price
$6.93
GF Value