Marsh & McLennan Companies, Inc. (MRSH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Marsh & McLennan Companies, Inc. (MRSH): 1Y return -6.0%, Sharpe ratio -0.11, volatility 25.5%, max drawdown -23.2%. A Stock in the Equity asset class. Compare MRSH with other assets and invest through your own broker with pfolio.
Marsh & McLennan Companies, Inc. (MRSH) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
MRSH Performance
- MTD
- Return: 0.2%, Sharpe: 0.21, Volatility: 17.0%, Max Drawdown: -4.7%
- YTD
- Return: 4.0%, Sharpe: 0.35, Volatility: 27.9%, Max Drawdown: -16.7%
- 1Y
- Return: -6.0%, Sharpe: -0.11, Volatility: 25.5%, Max Drawdown: -23.2%
- 5Y
- Return: 31.4%, Sharpe: 0.36, Volatility: 20.4%, Max Drawdown: -34.4%
- 10Y
- Return: 234.8%, Sharpe: 0.66, Volatility: 20.8%, Max Drawdown: -35.8%
Frequently Asked Questions
- What is Marsh & McLennan Companies, Inc. (MRSH)?
- Marsh & McLennan Companies, Inc. (MRSH) 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 MRSH compare to other assets?
- You can compare MRSH with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MRSH through pfolio?
- pfolio helps you build diversified portfolios that may include MRSH. You invest through your own broker — pfolio provides the analytics.