Humana Inc. (HUM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Humana Inc. (HUM): 1Y return 78.5%, Sharpe ratio 1.40, volatility 48.8%, 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: 2.2%, Sharpe: 2.01, Volatility: 32.8%, Max Drawdown: -4.2%
- YTD
- Return: 59.7%, Sharpe: 1.94, Volatility: 51.0%, Max Drawdown: -42.4%
- 1Y
- Return: 78.5%, Sharpe: 1.40, Volatility: 48.8%, Max Drawdown: -47.2%
- 5Y
- Return: -7.3%, Sharpe: 0.15, Volatility: 36.9%, Max Drawdown: -69.9%
- 10Y
- Return: 173.9%, Sharpe: 0.46, 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.