Private Equity Holding AG (XSWX:PEHN) 1-Year Sharpe Ratio: -0.65 (As of Aug. 10, 2026)

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XSWX:PEHN Private Equity Holding AG XSWX:PEHN
31 GF Score
Price CHF63.40
! 3 Warning Signs
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What is Private Equity Holding AG 1-Year Sharpe Ratio?

Private Equity Holding AG XSWX:PEHN 31 1-Year Sharpe Ratio is -0.65 as of Aug. 10, 2026. GuruFocus rates XSWX:PEHN with a GF Score™ of 31/100. 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 (2026-08-10), Private Equity Holding AG's 1-Year Sharpe Ratio is -0.65.

Private Equity Holding AG  (XSWX:PEHN) 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.

Private Equity Holding AG 1-Year Sharpe Ratio Related Terms

XSWX:PEHN vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison

For the Asset Management subindustry, Private Equity Holding AG'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.

Private Equity Holding AG 1-Year Sharpe Ratio vs Asset Management Industry

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

* The bar in red indicates where Private Equity Holding AG's 1-Year Sharpe Ratio falls into.


XSWX:PEHN
31GF Score
Private Equity Holding AG XSWX:PEHN
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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Private Equity Holding AG 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 -0.65 mean?
Private Equity Holding AG (XSWX:PEHN) has a 1-Year Sharpe Ratio of -0.65 as of Aug. 10, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Private Equity Holding AG and its competitors.
Is Private Equity Holding AG's 1-Year Sharpe Ratio too high?
Private Equity Holding AG's current 1-Year Sharpe Ratio is -0.65. Overall, Private Equity Holding AG has a GF Score™ of 31/100, reflecting its overall financial health beyond just this single metric.
How does Private Equity Holding AG's 1-Year Sharpe Ratio compare to BLK and BX?
Private Equity Holding AG's 1-Year Sharpe Ratio of -0.65 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 Private Equity Holding AG and its competitors. Private Equity Holding AG's current 1-Year Sharpe Ratio is -0.65. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Private Equity Holding AG stock overvalued right now?
Private Equity Holding AG (XSWX:PEHN) has a current 1-Year Sharpe Ratio of -0.65. The current 1-Year Sharpe Ratio is -0.65. Private Equity Holding AG's overall GF Score™ is 31/100 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 Private Equity Holding AG (XSWX:PEHN), the current 1-Year Sharpe Ratio is -0.65 as of Aug. 10, 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.

Private Equity Holding AG Business Description

Address Bahnhofstrasse 13, Zurich, CHE, 8001
Private Equity Holding AG offers institutional and private investors the opportunity to invest in a broadly diversified private equity portfolio within a simple legal and tax-optimized structure. The company's investment is managed by Alpha Associates. Their business model consists of Investing in Private Equity Fund, Acquisition of Fund interest on the Secondary markets, and direct co-investments. It has a presence in the United States of America, Europe, and the Rest of the World.
31GF Score

Get the complete analysis for XSWX:PEHN

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

CHF63.40
Price