It depends on how you made the investment.  

If you lent money to a business, you would report it as a bad debt, see: How to Report Non-Business Bad Debt on a Tax Return

If it was your own business, you would have been reporting gains and losses as they occurred each year.

If you owned stock in a business, you would report it as the disposition of stock. See: How do I deduct worthless stock?

More information about the business investment may help resolve your issue.  For example, what was the nature of your investment (e.g., purchased shares in a corporation or S Corp, purchased interest in a partnership, made a loan to a business); did you receive any income from that investment while it was operating; and was there any other money you spent or received related to this investment?

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