Marsh & McLennan Companies, Inc. (MRSH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Marsh & McLennan Companies, Inc. (MRSH): 1Y return -29.6%, Sharpe ratio -1.37, volatility 22.8%, max drawdown -30.9%. 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: -4.6%, Sharpe: -2.57, Volatility: 21.2%, Max Drawdown: -5.2%
- YTD
- Return: -12.9%, Sharpe: -1.04, Volatility: 27.6%, Max Drawdown: -15.7%
- 1Y
- Return: -29.6%, Sharpe: -1.37, Volatility: 22.8%, Max Drawdown: -30.9%
- 5Y
- Return: 24.8%, Sharpe: 0.32, Volatility: 19.7%, Max Drawdown: -33.6%
- 10Y
- Return: 187.1%, Sharpe: 0.60, Volatility: 20.5%, 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.