Marsh & McLennan Companies, Inc. (MRSH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Marsh & McLennan Companies, Inc. (MRSH): 1Y return -23.3%, Sharpe ratio -1.03, volatility 22.4%, max drawdown -27.0%. 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: 1.4%, Sharpe: 1.26, Volatility: 27.2%, Max Drawdown: -3.9%
- YTD
- Return: -4.8%, Sharpe: -0.44, Volatility: 28.1%, Max Drawdown: -10.9%
- 1Y
- Return: -23.3%, Sharpe: -1.03, Volatility: 22.4%, Max Drawdown: -27.0%
- 5Y
- Return: 48.6%, Sharpe: 0.49, Volatility: 19.4%, Max Drawdown: -29.8%
- 10Y
- Return: 232.1%, Sharpe: 0.67, Volatility: 20.3%, 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.