Loading...

Top Portfolios by Sharpe Ratio & Risk-Adjusted Returns | pfolio

Explore 8+ portfolios — including pfolio_stock_crypto_hv, pfolio_stock_hv, pfolio_stock_ESG_hv — ranked by Sharpe ratio and risk-adjusted returns. Compare returns, volatility, and max drawdown to find the best portfolios to invest in through your own broker with pfolio.

#Asset1Y ReturnSharpeVolatilityMax Drawdown
1Stock - Crypto - High Volatility (pfolio_stock_crypto_hv)28.6%1.4418.0%-9.4%
2Stock - High Volatility (pfolio_stock_hv)24.2%1.3316.8%-9.5%
3Stock - ESG - High Volatility (pfolio_stock_ESG_hv)19.2%1.5011.7%-6.4%
4ETF - High Volatility (pfolio_ETF_hv)17.4%0.7127.1%-18.0%
5ACWI (ACWI)17.0%1.1713.8%-9.7%
6ETF - Medium Volatility (pfolio_ETF_mv)14.6%0.9714.7%-11.4%
7ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv)8.1%0.4720.4%-15.5%
8ETF - Low Volatility (pfolio_ETF_lv)7.3%1.086.5%-4.8%
9ETF - ESG - Low Volatility (pfolio_ETF_ESG_lv)4.6%0.875.1%-4.2%