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Nomura Closed-End Fund (NOM) Sharpe Ratio

Sharpe ratio is not yet available for NOM. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

NOM Sharpe Ratio Rank

NOM Sharpe Ratio Rank: 15.716
Concerning

NOM ranks above 15.7% 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

How it compares to other similar mutual funds

The table compares NOM's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Feb 7, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SRRIXStone Ridge Reinsurance Risk Premium Interval Fund14.08
CREMXRedwood Real Estate Income Fund9.78
CBYYXVictory Pioneer Cat Bond Fund Class Y8.54
XILSXPioneer ILS Interval Fund8.44
CAPIXCalamos Aksia Alternative Credit and Income Fund Class I8.17
CCLFXCliffwater Corporate Lending Fund8.00
MCAD.TOEvolve Premium Cash Management ETF6.90
VUSFXVanguard Ultra-Short-Term Bond Fund Admiral Shares6.66
TMPFXTactical Multi-Purpose Fund6.59
NUSIXNavigator Ultra Short Term Bond Fund6.58
NOMNomura Closed-End Fund0.28

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore NOM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

NOM Sortino Ratio