The Allstate Corporation (ALL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Allstate Corporation (ALL): 1Y return 1.6%, Sharpe ratio 0.18, volatility 22.8%, max drawdown -11.5%. A Stock in the Equity asset class. Compare ALL with other assets and invest through your own broker with pfolio.
The Allstate Corporation (ALL) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ALL Performance
- MTD
- Return: -5.1%, Sharpe: -2.99, Volatility: 20.5%, Max Drawdown: -8.2%
- YTD
- Return: -0.5%, Sharpe: 0.07, Volatility: 23.2%, Max Drawdown: -9.4%
- 1Y
- Return: 1.6%, Sharpe: 0.18, Volatility: 22.8%, Max Drawdown: -11.5%
- 5Y
- Return: 70.2%, Sharpe: 0.54, Volatility: 24.8%, Max Drawdown: -27.3%
- 10Y
- Return: 279.5%, Sharpe: 0.65, Volatility: 24.4%, Max Drawdown: -41.4%
Frequently Asked Questions
- What is The Allstate Corporation (ALL)?
- The Allstate Corporation (ALL) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ALL compare to other assets?
- You can compare ALL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ALL through pfolio?
- pfolio helps you build diversified portfolios that may include ALL. You invest through your own broker — pfolio provides the analytics.