Chubb Limited (CB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Chubb Limited (CB): 1Y return 23.0%, Sharpe ratio 1.13, volatility 19.4%, max drawdown -10.3%. A Stock in the Equity asset class. Compare CB with other assets and invest through your own broker with pfolio.
Chubb Limited (CB) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: CH (Developed)
- Currency: USD
CB Performance
- MTD
- Return: 6.1%, Sharpe: 10.18, Volatility: 18.5%, Max Drawdown: -0.8%
- YTD
- Return: 11.6%, Sharpe: 0.78, Volatility: 19.8%, Max Drawdown: -10.3%
- 1Y
- Return: 23.0%, Sharpe: 1.13, Volatility: 19.4%, Max Drawdown: -10.3%
- 5Y
- Return: 102.9%, Sharpe: 0.78, Volatility: 20.0%, Max Drawdown: -19.3%
- 10Y
- Return: 228.0%, Sharpe: 0.61, Volatility: 23.4%, Max Drawdown: -42.6%
Frequently Asked Questions
- What is Chubb Limited (CB)?
- Chubb Limited (CB) 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 CB compare to other assets?
- You can compare CB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CB through pfolio?
- pfolio helps you build diversified portfolios that may include CB. You invest through your own broker — pfolio provides the analytics.