Humana Inc. (HUM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Humana Inc. (HUM): 1Y return 34.0%, Sharpe ratio 0.84, volatility 47.7%, max drawdown -47.2%. A Stock in the Equity asset class. Compare HUM with other assets and invest through your own broker with pfolio.
Humana Inc. (HUM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
HUM Performance
- MTD
- Return: 7.9%, Sharpe: 3.16, Volatility: 33.7%, Max Drawdown: -3.3%
- YTD
- Return: 54.4%, Sharpe: 1.57, Volatility: 48.6%, Max Drawdown: -42.4%
- 1Y
- Return: 34.0%, Sharpe: 0.84, Volatility: 47.7%, Max Drawdown: -47.2%
- 5Y
- Return: 1.7%, Sharpe: 0.20, Volatility: 37.2%, Max Drawdown: -69.9%
- 10Y
- Return: 140.9%, Sharpe: 0.42, Volatility: 33.9%, Max Drawdown: -69.9%
Frequently Asked Questions
- What is Humana Inc. (HUM)?
- Humana Inc. (HUM) 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 HUM compare to other assets?
- You can compare HUM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in HUM through pfolio?
- pfolio helps you build diversified portfolios that may include HUM. You invest through your own broker — pfolio provides the analytics.