Chubb Limited (CB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Chubb Limited (CB): 1Y return 15.6%, Sharpe ratio 0.88, volatility 17.6%, max drawdown -11.0%. 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: 0.4%, Sharpe: 0.74, Volatility: 13.8%, Max Drawdown: -2.2%
- YTD
- Return: 5.2%, Sharpe: 1.01, Volatility: 18.4%, Max Drawdown: -6.6%
- 1Y
- Return: 15.6%, Sharpe: 0.88, Volatility: 17.6%, Max Drawdown: -11.0%
- 5Y
- Return: 116.3%, Sharpe: 0.84, Volatility: 20.0%, Max Drawdown: -19.3%
- 10Y
- Return: 224.0%, Sharpe: 0.61, Volatility: 23.2%, 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.