Cisco Systems, Inc. (CSCO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Cisco Systems, Inc. (CSCO): 1Y return 67.3%, Sharpe ratio 1.66, volatility 33.2%, max drawdown -15.4%. A Stock in the Equity asset class. Compare CSCO with other assets and invest through your own broker with pfolio.
Cisco Systems, Inc. (CSCO) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CSCO Performance
- MTD
- Return: -3.3%, Sharpe: -0.89, Volatility: 40.9%, Max Drawdown: -11.5%
- YTD
- Return: 47.7%, Sharpe: 1.69, Volatility: 38.3%, Max Drawdown: -15.4%
- 1Y
- Return: 67.3%, Sharpe: 1.66, Volatility: 33.2%, Max Drawdown: -15.4%
- 5Y
- Return: 118.5%, Sharpe: 0.73, Volatility: 25.2%, Max Drawdown: -36.7%
- 10Y
- Return: 381.4%, Sharpe: 0.72, Volatility: 25.8%, Max Drawdown: -42.0%
Frequently Asked Questions
- What is Cisco Systems, Inc. (CSCO)?
- Cisco Systems, Inc. (CSCO) 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 CSCO compare to other assets?
- You can compare CSCO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CSCO through pfolio?
- pfolio helps you build diversified portfolios that may include CSCO. You invest through your own broker — pfolio provides the analytics.