Hamilton Lane Incorporated (HLNE) Sharpe Ratio: -1.17

HLNE's Sharpe Ratio of -1.17 indicates that for each unit of volatility, it generates -1.17 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 30, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

HLNE Sharpe Ratio Rank

Concerning

HLNE ranks above 2.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

HLNE Sharpe Ratio Market Positioning

The chart shows HLNE's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.43 or lower
Yellow zone (middle 50%): -0.43 to 1.07
Green zone (top 25%): 1.07 or higher
Top 1%: 5.40+
Median: 0.16 — half of all investments score higher

How it compares to other similar stocks

The table compares Hamilton Lane Incorporated's Sharpe Ratio with other stocks in the Asset Management industry across multiple time periods, showing how HLNE's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 30, 2026.

Symbol	Name	1Y Sharpe Ratio
HQL	Tekla Life Sciences Investors	3.49
RMT	Royce Micro-Cap Trust, Inc.	3.36
HQH	Tekla Healthcare Investors	2.93
AEF	Aberdeen Emerging Markets Equity Income Fund, Inc.	2.93
RMCOW	Royalty Management Holding Corporation	2.73
MAAS	Highest Performances Holdings Inc	2.72
TRIN	Trinity Capital Inc.	2.62
STT	State Street Corporation	2.60
AAMI	Acadian Asset Management Inc	2.50
OXLCP	Oxford Lane Capital Corp.	2.49
HLNE	Hamilton Lane Incorporated	-1.17

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows HLNE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HLNE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does HLNE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio