Humana Inc. (HUM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Humana Inc. (HUM): 1Y return 56.4%, Sharpe ratio 1.17, volatility 46.1%, max drawdown -44.4%. 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: 13.6%, Sharpe: 5.96, Volatility: 71.5%, Max Drawdown: -4.2%
- YTD
- Return: 70.5%, Sharpe: 1.63, Volatility: 47.8%, Max Drawdown: -42.4%
- 1Y
- Return: 56.4%, Sharpe: 1.17, Volatility: 46.1%, Max Drawdown: -44.4%
- 5Y
- Return: 8.2%, Sharpe: 0.23, Volatility: 37.7%, Max Drawdown: -69.9%
- 10Y
- Return: 179.6%, Sharpe: 0.46, Volatility: 34.2%, 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.