Ford Motor Company (F) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Ford Motor Company (F): 1Y return 10.1%, Sharpe ratio 0.43, volatility 37.5%, max drawdown -30.4%. A Stock in the Equity asset class. Compare F with other assets and invest through your own broker with pfolio.
Ford Motor Company (F) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
F Performance
- MTD
- Return: -0.5%, Sharpe: -0.68, Volatility: 20.3%, Max Drawdown: -2.3%
- YTD
- Return: -5.4%, Sharpe: 0.01, Volatility: 38.3%, Max Drawdown: -30.4%
- 1Y
- Return: 10.1%, Sharpe: 0.43, Volatility: 37.5%, Max Drawdown: -30.4%
- 5Y
- Return: 4.6%, Sharpe: 0.22, Volatility: 38.5%, Max Drawdown: -56.5%
- 10Y
- Return: 70.0%, Sharpe: 0.32, Volatility: 36.9%, Max Drawdown: -64.8%
Frequently Asked Questions
- What is Ford Motor Company (F)?
- Ford Motor Company (F) 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 F compare to other assets?
- You can compare F with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in F through pfolio?
- pfolio helps you build diversified portfolios that may include F. You invest through your own broker — pfolio provides the analytics.