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Liontrust Asset Management (LIO.L) Sharpe Ratio: -0.18

Equity · Currency in GBp · Last updated Jun 5, 2026

Liontrust Asset Management plc is a publicly owned investment manager. The firm also launches equity, fixed income, , multi-asset and managed funds for its clients. It invests into the public equity and multi-asset markets across the globe. The firm was formerly known as River and Mercantile Investment Management Limited. Liontrust Asset Management plc was founded in 1994 and is based in London, United Kingdom.

LIO.L's Sharpe Ratio of -0.18 indicates that for each unit of volatility, it generates -0.18 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 5, 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.

LIO.L Sharpe Ratio Rank

LIO.L Sharpe Ratio Rank: 33.333
Below Average

LIO.L ranks above 33.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

LIO.L Sharpe Ratio Market Positioning

The chart shows LIO.L'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%): -0.38 or lower
  • Yellow zone (middle 50%): -0.38 to 1.16
  • Green zone (top 25%): 1.16 or higher
  • Top 1%: 5.79+
  • Median: 0.23 — half of all investments score higher

How it compares to other similar stocks

The table compares Liontrust Asset Management's Sharpe Ratio with other stocks in the Asset Management industry across multiple time periods, showing how LIO.L'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 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FEML.LFidelity Emerging Markets Ltd5.45
JAGI.LJPMorgan Asia Growth & Income plc4.29
MVI.LMarwyn Value Investors Limited3.30
IAD.LInvesco Asia Dragon Trust PLC3.28
JUP.LJupiter Fund Management plc3.00
BIOG.LThe Biotech Growth Trust plc2.76
EMG.LMan Group plc2.76
ATR.LSchroders Investment Trusts - Schroder Asian Total Return Investment Company plc2.75
CYN.LCQS Natural Resources Growth and Income plc2.64
GROW.LDraper Esprit plc2.28
LIO.LLiontrust Asset Management-0.18

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows LIO.L'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 LIO.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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